+0.4%
FXI vs AGNC
+622.7%
-622.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.9% | -4.7% | +0.8% | -2.0% |
| 30D | -2.1% | -5.7% | +3.6% | +0.3% |
| 3M | -0.5% | +1.9% | -2.3% | -1.5% |
| 6M | -4.5% | +1.8% | -6.3% | -5.7% |
| YTD | -9.2% | +3.4% | -12.7% | -11.1% |
| 1Y | -13.8% | +13.6% | -27.4% | -19.0% |
| 3Y | +36.6% | +60.4% | -23.8% | +9.3% |
| 5Y | -6.7% | +27.0% | -33.6% | -19.1% |
| 10Y | +14.8% | +83.1% | -68.3% | -21.9% |
| All | +0.4% | +622.7% | -622.3% | -77.9% |
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