+28.6%
VCIT vs AGNC
+83.7%
-55.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.2% | -4.7% | +3.5% | -0.6% |
| 30D | -1.6% | -5.7% | +4.1% | -0.9% |
| 3M | -2.3% | +1.9% | -4.2% | -2.6% |
| 6M | -1.9% | +1.8% | -3.7% | -2.2% |
| YTD | -1.8% | +3.4% | -5.3% | -2.4% |
| 1Y | -1.2% | +13.6% | -14.8% | -2.8% |
| 3Y | +18.1% | +60.4% | -42.3% | +11.2% |
| 5Y | +2.3% | +27.0% | -24.7% | -2.2% |
| All | +28.6% | +83.7% | -55.1% | +14.8% |
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