-9.1%
NVTS vs AGNC
+22.3%
-31.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | -1.4% | -4.7% | +3.3% | +3.5% |
| 30D | -16.5% | -5.7% | -10.8% | -11.5% |
| 3M | -47.6% | +1.9% | -49.5% | -49.4% |
| 6M | +7.3% | +1.8% | +5.5% | +4.6% |
| YTD | +62.9% | +3.4% | +59.4% | +58.2% |
| 1Y | +91.3% | +13.6% | +77.7% | +67.8% |
| 3Y | +43.4% | +60.4% | -17.0% | -8.5% |
| All | -9.1% | +22.3% | -31.4% | -24.1% |
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