-44.6%
VG vs AGNC
+10.9%
-55.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +14.0% | -6.3% | +20.2% | +13.5% |
| 30D | -1.0% | -3.1% | +2.1% | -1.2% |
| 3M | -2.7% | -22.1% | +19.4% | -2.1% |
| 6M | +1.5% | -16.9% | +18.4% | +0.1% |
| YTD | +93.7% | -13.9% | +107.6% | +80.5% |
| 1Y | +68.5% | -6.9% | +75.4% | +42.4% |
| All | -44.6% | +10.9% | -55.5% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling