-4.1%
VRT vs AGNC
+1.4%
-5.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -8.4% | -4.7% | -3.7% | -6.0% |
| 30D | -10.9% | -5.7% | -5.2% | -8.3% |
| 3M | -13.7% | +1.9% | -15.5% | -15.6% |
| 6M | -4.1% | +1.8% | -5.9% | -6.7% |
| All | -4.1% | +1.4% | -5.6% | -6.7% |
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 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