+207.9%
FLUT vs AGNC
+625.5%
-417.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | -3.6% | -4.4% | +0.8% | -2.9% |
| 30D | -0.3% | -5.4% | +5.0% | +0.5% |
| 3M | -12.6% | +3.5% | -16.1% | -13.0% |
| 6M | -8.0% | +1.7% | -9.7% | -8.2% |
| YTD | -54.1% | +3.9% | -58.0% | -54.4% |
| 1Y | -66.1% | +13.8% | -79.9% | -66.8% |
| 3Y | -45.0% | +63.3% | -108.4% | -48.7% |
| 5Y | -51.2% | +27.5% | -78.7% | -54.1% |
| 10Y | -11.0% | +83.8% | -94.8% | -17.4% |
| All | +207.9% | +625.5% | -417.6% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling