-34.8%
VG vs AGNC
+33.7%
-68.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.5% |
| 7D | +7.0% | -4.4% | +11.5% | +7.3% |
| 30D | +17.2% | -5.4% | +22.6% | +17.6% |
| 3M | +16.8% | +3.5% | +13.3% | +13.6% |
| 6M | +36.3% | +1.7% | +34.6% | +32.0% |
| YTD | +127.9% | +3.9% | +124.0% | +111.7% |
| 1Y | +11.7% | +13.8% | -2.1% | -8.2% |
| All | -34.8% | +33.7% | -68.5% | -48.1% |
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