+1,115.5%
FLEX vs AGNC
+83.7%
+1,031.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.4% |
| 7D | +5.7% | -4.7% | +10.4% | +8.7% |
| 30D | -7.0% | -5.7% | -1.4% | -3.9% |
| 3M | -23.8% | +1.9% | -25.7% | -25.1% |
| 6M | +82.6% | +1.8% | +80.8% | +80.4% |
| YTD | +91.6% | +3.4% | +88.2% | +87.2% |
| 1Y | +100.6% | +13.6% | +86.9% | +85.1% |
| 3Y | +479.8% | +60.4% | +419.4% | +332.4% |
| 5Y | +746.5% | +27.0% | +719.5% | +623.6% |
| All | +1,115.5% | +83.7% | +1,031.8% | +839.7% |
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