+123.4%
VRT vs AGNC
+22.6%
+100.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.8% |
| 30D | +0.9% | +0.9% | 0.0% | +0.4% |
| 3M | -13.4% | +7.0% | -20.4% | -17.3% |
| 6M | +11.7% | +3.9% | +7.8% | +8.1% |
| YTD | +73.2% | +8.5% | +64.7% | +70.3% |
| 1Y | +123.4% | +19.6% | +103.9% | +129.1% |
| All | +123.4% | +22.6% | +100.9% | +129.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling