+1,861.3%
VGT vs AGNC
+622.7%
+1,238.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.2% | -4.7% | +4.5% | +1.6% |
| 30D | -0.4% | -5.7% | +5.2% | +1.7% |
| 3M | +4.4% | +1.9% | +2.6% | +3.5% |
| 6M | +32.1% | +1.8% | +30.3% | +30.8% |
| YTD | +28.8% | +3.4% | +25.3% | +26.6% |
| 1Y | +35.3% | +13.6% | +21.7% | +28.2% |
| 3Y | +124.8% | +60.4% | +64.4% | +85.5% |
| 5Y | +137.9% | +27.0% | +110.9% | +110.8% |
| 10Y | +814.2% | +83.1% | +731.2% | +588.0% |
| All | +1,861.3% | +622.7% | +1,238.6% | +667.4% |
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