+303.5%
EWY vs AGNC
+83.7%
+219.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -0.1% | -4.7% | +4.6% | +2.1% |
| 30D | +7.3% | -5.7% | +13.0% | +10.1% |
| 3M | -5.1% | +1.9% | -7.0% | -6.1% |
| 6M | +42.1% | +1.8% | +40.3% | +41.2% |
| YTD | +94.1% | +3.4% | +90.7% | +92.0% |
| 1Y | +147.8% | +13.6% | +134.2% | +135.6% |
| 3Y | +222.9% | +60.4% | +162.6% | +163.7% |
| 5Y | +150.6% | +27.0% | +123.6% | +122.6% |
| All | +303.5% | +83.7% | +219.8% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling