+165.7%
VEA vs AGNC
+622.7%
-457.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.5% | -4.7% | +3.2% | +0.4% |
| 30D | -0.8% | -5.7% | +4.8% | +1.4% |
| 3M | +2.5% | +1.9% | +0.6% | +1.6% |
| 6M | +11.1% | +1.8% | +9.3% | +10.2% |
| YTD | +17.2% | +3.4% | +13.7% | +15.3% |
| 1Y | +24.5% | +13.6% | +10.9% | +18.1% |
| 3Y | +75.4% | +60.4% | +15.1% | +44.1% |
| 5Y | +61.1% | +27.0% | +34.1% | +41.9% |
| 10Y | +163.1% | +83.1% | +80.0% | +92.7% |
| All | +165.7% | +622.7% | -457.0% | -8.9% |
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