+149.4%
EWT vs AGNC
+26.7%
+122.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -1.1% | -4.7% | +3.6% | +0.7% |
| 30D | +4.5% | -5.7% | +10.1% | +6.7% |
| 3M | +8.3% | +1.9% | +6.4% | +7.2% |
| 6M | +54.2% | +1.8% | +52.4% | +52.9% |
| YTD | +74.6% | +3.4% | +71.1% | +72.1% |
| 1Y | +84.9% | +13.6% | +71.3% | +76.1% |
| 3Y | +197.5% | +60.4% | +137.2% | +151.1% |
| All | +149.4% | +26.7% | +122.8% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling