-9.3%
FLUT vs AGNC
+83.7%
-93.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | -4.7% | +5.1% | +1.9% |
| 30D | +2.5% | -5.7% | +8.2% | +4.3% |
| 3M | -9.2% | +1.9% | -11.1% | -9.7% |
| 6M | -8.2% | +1.8% | -10.0% | -8.8% |
| YTD | -53.2% | +3.4% | -56.7% | -53.9% |
| 1Y | -65.6% | +13.6% | -79.2% | -67.0% |
| 3Y | -43.6% | +60.4% | -103.9% | -51.0% |
| 5Y | -50.3% | +27.0% | -77.3% | -55.6% |
| All | -9.3% | +83.7% | -93.0% | -24.5% |
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