+3.1%
VCIT vs AGNC
+32.6%
-29.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -0.5% | -1.2% | +0.7% | -0.4% |
| 3M | -0.9% | +5.4% | -6.3% | -1.6% |
| 6M | -1.9% | +6.7% | -8.6% | -2.8% |
| YTD | -1.0% | +7.1% | -8.1% | -2.0% |
| 1Y | +0.2% | +16.3% | -16.0% | -1.8% |
| 3Y | +19.0% | +68.5% | -49.5% | +10.8% |
| 5Y | +3.1% | +31.4% | -28.3% | -4.6% |
| All | +3.1% | +32.6% | -29.6% | -4.6% |
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