+676.7%
NSC vs AGNC
+660.4%
+16.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +6.2% | +9.2% | -3.0% | +2.5% |
| 6M | +9.2% | +7.4% | +1.8% | +5.6% |
| YTD | +15.0% | +8.8% | +6.2% | +10.6% |
| 1Y | +21.1% | +18.3% | +2.8% | +12.5% |
| 3Y | +78.6% | +71.2% | +7.4% | +42.0% |
| 5Y | +45.9% | +34.8% | +11.1% | +24.6% |
| 10Y | +326.9% | +85.8% | +241.0% | +212.7% |
| All | +676.7% | +660.4% | +16.2% | +184.1% |
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