+10.6%
VGT vs AGNC
-0.6%
+11.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.8% | -7.2% |
| 7D | -12.4% | -0.1% | -12.3% | -12.4% |
| 30D | -17.5% | +2.8% | -20.3% | -18.1% |
| 3M | -10.5% | -14.2% | +3.7% | -5.6% |
| 6M | +0.5% | -11.7% | +12.2% | +4.5% |
| YTD | +14.0% | -7.7% | +21.7% | +16.7% |
| 1Y | +10.6% | -1.2% | +11.8% | +11.1% |
| All | +10.6% | -0.6% | +11.2% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling