+81.3%
USB vs AGNC
+46.2%
+35.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.6% | -6.3% | +8.9% | +6.1% |
| 30D | +8.4% | -3.1% | +11.5% | +10.1% |
| 3M | -5.5% | -22.1% | +16.5% | +7.6% |
| 6M | +17.7% | -16.9% | +34.6% | +29.2% |
| YTD | +17.6% | -13.9% | +31.4% | +26.1% |
| 1Y | +33.9% | -6.9% | +40.8% | +37.5% |
| 3Y | +103.8% | +50.9% | +53.0% | +60.7% |
| 5Y | +25.6% | +3.9% | +21.6% | +19.7% |
| All | +81.3% | +46.2% | +35.1% | +59.7% |
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