+7.7%
V vs AGNC
+22.6%
-14.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +2.0% | +0.9% | +1.0% | +1.8% |
| 3M | +17.4% | +7.0% | +10.4% | +16.0% |
| 6M | +17.5% | +3.9% | +13.6% | +16.0% |
| YTD | +7.6% | +8.5% | -1.0% | +5.3% |
| 1Y | +7.7% | +19.6% | -11.8% | +2.9% |
| All | +7.7% | +22.6% | -14.8% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling