+1,449.6%
NET vs AGNC
+65.9%
+1,383.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | -1.2% | -5.8% | -6.5% |
| 30D | -4.8% | +0.9% | -5.7% | -5.1% |
| 3M | +3.8% | +7.0% | -3.2% | +0.9% |
| 6M | +50.0% | +3.9% | +46.2% | +46.6% |
| YTD | +41.5% | +8.5% | +32.9% | +35.4% |
| 1Y | +32.8% | +19.6% | +13.3% | +21.6% |
| 3Y | +335.9% | +66.1% | +269.8% | +244.4% |
| 5Y | +113.8% | +31.8% | +82.0% | +67.5% |
| All | +1,449.6% | +65.9% | +1,383.6% | +1,140.9% |
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 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