+106.7%
USB vs AGNC
+82.8%
+23.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -1.1% | -1.0% | 0.0% | -0.5% |
| 30D | -3.2% | -1.2% | -2.0% | -2.7% |
| 3M | +11.8% | +5.4% | +6.5% | +8.5% |
| 6M | +21.4% | +6.7% | +14.7% | +16.7% |
| YTD | +18.6% | +7.1% | +11.5% | +13.5% |
| 1Y | +30.8% | +16.3% | +14.5% | +19.6% |
| 3Y | +96.5% | +68.5% | +28.1% | +46.0% |
| 5Y | +38.4% | +31.4% | +7.0% | +16.7% |
| 10Y | +106.7% | +89.6% | +17.1% | +59.9% |
| All | +106.7% | +82.8% | +23.9% | +59.9% |
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