+775.1%
VST vs AGNC
+26.7%
+748.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.6% | -4.7% | +4.1% | +1.6% |
| 30D | +1.2% | -5.7% | +6.8% | +3.9% |
| 3M | +1.5% | +1.9% | -0.4% | +0.2% |
| 6M | -6.5% | +1.8% | -8.3% | -7.7% |
| YTD | -7.8% | +3.4% | -11.2% | -9.6% |
| 1Y | -26.9% | +13.6% | -40.5% | -31.5% |
| 3Y | +353.9% | +60.4% | +293.5% | +268.8% |
| All | +775.1% | +26.7% | +748.5% | +681.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling