+89.4%
EWZ vs AGNC
+83.7%
+5.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +0.9% | -4.7% | +5.6% | +3.2% |
| 30D | +12.8% | -5.7% | +18.5% | +16.0% |
| 3M | +10.8% | +1.9% | +8.9% | +9.4% |
| 6M | +2.5% | +1.8% | +0.7% | +1.3% |
| YTD | +21.4% | +3.4% | +17.9% | +18.9% |
| 1Y | +32.8% | +13.6% | +19.2% | +24.0% |
| 3Y | +45.2% | +60.4% | -15.2% | +12.4% |
| 5Y | +63.0% | +27.0% | +36.0% | +43.0% |
| All | +89.4% | +83.7% | +5.7% | +33.9% |
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