+14.7%
FXI vs AGNC
+83.7%
-69.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -3.9% | -4.7% | +0.8% | -2.5% |
| 30D | -2.1% | -5.7% | +3.6% | -0.4% |
| 3M | -0.5% | +1.9% | -2.3% | -1.2% |
| 6M | -4.5% | +1.8% | -6.3% | -5.4% |
| YTD | -9.2% | +3.4% | -12.7% | -10.6% |
| 1Y | -13.8% | +13.6% | -27.4% | -17.6% |
| 3Y | +36.6% | +60.4% | -23.8% | +16.8% |
| 5Y | -6.7% | +27.0% | -33.6% | -15.8% |
| All | +14.7% | +83.7% | -69.0% | -7.3% |
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