+426.7%
VRTX vs AGNC
+83.7%
+343.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.6% | -4.7% | -0.9% | -4.6% |
| 30D | -2.0% | -5.7% | +3.7% | -0.7% |
| 3M | +15.8% | +1.9% | +14.0% | +15.4% |
| 6M | +4.7% | +1.8% | +2.9% | +4.2% |
| YTD | +13.7% | +3.4% | +10.2% | +12.7% |
| 1Y | +29.7% | +13.6% | +16.1% | +26.0% |
| 3Y | +48.4% | +60.4% | -11.9% | +33.6% |
| 5Y | +173.3% | +27.0% | +146.4% | +154.3% |
| All | +426.7% | +83.7% | +343.0% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling