+64.6%
EWZ vs AGNC
+26.8%
+37.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.3% |
| 7D | +1.1% | -4.4% | +5.5% | +2.7% |
| 30D | +13.5% | -5.4% | +18.9% | +15.6% |
| 3M | +15.2% | +3.5% | +11.8% | +13.6% |
| 6M | +3.7% | +1.7% | +2.0% | +2.9% |
| YTD | +22.5% | +3.9% | +18.7% | +20.7% |
| 1Y | +35.3% | +13.8% | +21.4% | +29.2% |
| 3Y | +50.2% | +63.3% | -13.1% | +27.6% |
| 5Y | +64.6% | +27.5% | +37.1% | +63.6% |
| All | +64.6% | +26.8% | +37.7% | +63.6% |
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