+84.9%
USB vs AGNC
+54.0%
+30.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | +1.4% | +2.5% | -1.0% | +0.1% |
| 30D | +6.4% | +2.2% | +4.3% | +5.1% |
| 3M | -4.5% | -15.7% | +11.2% | +4.4% |
| 6M | +11.4% | -13.6% | +25.0% | +19.9% |
| YTD | +17.1% | -8.6% | +25.7% | +21.7% |
| 1Y | +32.6% | -2.2% | +34.8% | +32.8% |
| 3Y | +101.8% | +61.0% | +40.9% | +53.8% |
| 5Y | +25.1% | +10.5% | +14.6% | +15.5% |
| 10Y | +84.9% | +57.2% | +27.6% | +58.1% |
| All | +84.9% | +54.0% | +30.8% | +58.1% |
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 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