+139.6%
VIAV vs AGNC
+26.7%
+113.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +11.2% | -4.7% | +15.9% | +13.3% |
| 30D | -10.1% | -5.7% | -4.4% | -8.0% |
| 3M | -22.9% | +1.9% | -24.7% | -24.1% |
| 6M | +28.8% | +1.8% | +27.0% | +26.9% |
| YTD | +117.5% | +3.4% | +114.0% | +112.4% |
| 1Y | +216.1% | +13.6% | +202.5% | +196.8% |
| 3Y | +292.2% | +60.4% | +231.8% | +218.1% |
| All | +139.6% | +26.7% | +113.0% | +120.7% |
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 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