+40.4%
USB vs AGNC
+33.5%
+6.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +2.1% | +0.8% | +1.3% | +1.7% |
| 30D | -2.3% | -0.4% | -1.9% | -2.1% |
| 3M | +13.9% | +9.2% | +4.7% | +8.7% |
| 6M | +21.6% | +7.4% | +14.2% | +16.8% |
| YTD | +19.3% | +8.8% | +10.5% | +13.7% |
| 1Y | +33.6% | +18.3% | +15.3% | +21.9% |
| 3Y | +97.7% | +71.2% | +26.5% | +49.8% |
| 5Y | +40.4% | +34.8% | +5.7% | +26.5% |
| All | +40.4% | +33.5% | +6.9% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling