+169.9%
QLD vs AGNC
+62.8%
+107.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | 0.0% |
| 7D | -2.6% | -4.4% | +1.8% | +0.6% |
| 30D | -3.3% | -5.4% | +2.1% | +0.7% |
| 3M | +1.8% | +3.5% | -1.7% | -1.1% |
| 6M | +29.7% | +1.7% | +28.0% | +27.7% |
| YTD | +25.1% | +3.9% | +21.3% | +20.8% |
| 1Y | +37.1% | +13.8% | +23.3% | +23.4% |
| All | +169.9% | +62.8% | +107.1% | +98.3% |
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