+588.7%
VLO vs AGNC
+26.7%
+562.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +5.3% | -4.7% | +10.0% | +6.6% |
| 30D | +18.2% | -5.7% | +23.9% | +19.9% |
| 3M | +53.3% | +1.9% | +51.5% | +52.0% |
| 6M | +70.4% | +1.8% | +68.6% | +68.1% |
| YTD | +143.4% | +3.4% | +139.9% | +138.8% |
| 1Y | +153.0% | +13.6% | +139.4% | +140.6% |
| 3Y | +195.0% | +60.4% | +134.6% | +150.8% |
| All | +588.7% | +26.7% | +562.0% | +633.2% |
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