-34.9%
VST vs AGNC
+2.0%
-36.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.0% | -17.8% | -14.5% |
| 7D | -15.7% | +1.5% | -17.2% | -15.8% |
| 30D | -17.0% | +3.9% | -20.9% | -17.8% |
| 3M | -15.9% | -13.5% | -2.4% | -10.0% |
| 6M | -25.0% | -10.6% | -14.4% | -22.0% |
| YTD | -25.1% | -7.2% | -17.9% | -21.5% |
| 1Y | -34.9% | 0.0% | -34.8% | -32.2% |
| All | -34.9% | +2.0% | -36.8% | -32.2% |
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