+9.7%
FPS vs AGNC
-3.8%
+13.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.3% |
| 7D | +1.5% | -4.7% | +6.2% | +5.3% |
| 30D | -16.9% | -5.7% | -11.2% | -13.2% |
| 3M | -45.3% | +1.9% | -47.2% | -47.6% |
| 6M | -10.3% | +1.8% | -12.1% | -6.5% |
| All | +9.7% | -3.8% | +13.5% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling