+602.0%
EWT vs AGNC
+622.7%
-20.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +8.3% | +1.9% | +6.4% | +7.2% |
| 6M | +54.2% | +1.8% | +52.4% | +53.0% |
| YTD | +74.6% | +3.4% | +71.1% | +72.0% |
| 1Y | +84.9% | +13.6% | +71.3% | +75.6% |
| 3Y | +197.5% | +60.4% | +137.2% | +145.2% |
| 5Y | +150.6% | +27.0% | +123.6% | +121.3% |
| 10Y | +516.1% | +83.1% | +433.0% | +347.7% |
| All | +602.0% | +622.7% | -20.7% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling