+1,476.1%
VLO vs AGNC
+625.5%
+850.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.7% |
| 7D | +4.0% | -4.4% | +8.4% | +6.4% |
| 30D | +19.0% | -5.4% | +24.4% | +22.4% |
| 3M | +50.0% | +3.5% | +46.5% | +46.3% |
| 6M | +79.1% | +1.7% | +77.4% | +74.2% |
| YTD | +140.3% | +3.9% | +136.4% | +130.7% |
| 1Y | +148.3% | +13.8% | +134.5% | +126.0% |
| 3Y | +194.6% | +63.3% | +131.3% | +114.1% |
| 5Y | +609.6% | +27.5% | +582.1% | +475.5% |
| 10Y | +929.5% | +83.8% | +845.7% | +560.5% |
| All | +1,476.1% | +625.5% | +850.5% | +254.5% |
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