+79.1%
VLO vs AGNC
+2.9%
+76.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -2.7% |
| 7D | +4.0% | -4.4% | +8.4% | +1.2% |
| 30D | +19.0% | -5.4% | +24.4% | +15.1% |
| 3M | +50.0% | +3.5% | +46.5% | +54.9% |
| 6M | +79.1% | +1.7% | +77.4% | +85.4% |
| All | +79.1% | +2.9% | +76.3% | +85.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling