+1,936.4%
V vs AGNC
+648.3%
+1,288.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +1.9% | -1.2% | +3.1% | +2.3% |
| 3M | +13.2% | +5.4% | +7.9% | +11.0% |
| 6M | +16.7% | +6.7% | +10.0% | +13.5% |
| YTD | +5.4% | +7.1% | -1.7% | +2.2% |
| 1Y | +7.7% | +16.3% | -8.6% | +1.2% |
| 3Y | +52.0% | +68.5% | -16.5% | +23.1% |
| 5Y | +67.7% | +31.4% | +36.3% | +46.4% |
| 10Y | +384.8% | +89.6% | +295.2% | +254.8% |
| All | +1,936.4% | +648.3% | +1,288.1% | +615.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling