+1,657.6%
QLD vs AGNC
+83.7%
+1,573.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -1.2% | -4.7% | +3.4% | +2.2% |
| 30D | -3.0% | -5.7% | +2.7% | +1.2% |
| 3M | -2.8% | +1.9% | -4.6% | -4.4% |
| 6M | +32.0% | +1.8% | +30.2% | +30.1% |
| YTD | +27.3% | +3.4% | +23.9% | +23.6% |
| 1Y | +37.9% | +13.6% | +24.3% | +24.7% |
| 3Y | +174.6% | +60.4% | +114.3% | +93.2% |
| 5Y | +124.8% | +27.0% | +97.8% | +86.4% |
| All | +1,657.6% | +83.7% | +1,573.9% | +1,178.8% |
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