+1,238.2%
VST vs AGNC
+91.1%
+1,147.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +9.9% | +0.8% | +9.1% | +9.5% |
| 30D | +7.9% | -0.4% | +8.3% | +8.1% |
| 3M | +3.4% | +9.2% | -5.8% | -1.0% |
| 6M | -4.1% | +7.4% | -11.5% | -7.6% |
| YTD | -5.7% | +8.8% | -14.5% | -9.6% |
| 1Y | -18.9% | +18.3% | -37.1% | -25.4% |
| 3Y | +359.1% | +71.2% | +287.9% | +257.2% |
| 5Y | +766.9% | +34.8% | +732.1% | +636.1% |
| All | +1,238.2% | +91.1% | +1,147.1% | +909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling