-52.9%
NVO vs AGNC
+62.2%
-115.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -7.6% | -4.7% | -2.9% | -6.1% |
| 30D | -6.0% | -5.7% | -0.3% | -4.1% |
| 3M | -0.8% | +1.9% | -2.6% | -1.3% |
| 6M | +16.5% | +1.8% | +14.7% | +15.7% |
| YTD | -11.1% | +3.4% | -14.6% | -12.1% |
| 1Y | -16.7% | +13.6% | -30.3% | -20.0% |
| 3Y | -52.9% | +60.4% | -113.3% | -57.1% |
| All | -52.9% | +62.2% | -115.1% | -57.1% |
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 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