+222.7%
VT vs AGNC
+45.7%
+177.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | +2.9% | -7.0% | +9.9% | +5.6% |
| 30D | -2.5% | -3.5% | +1.0% | -1.4% |
| 3M | -3.3% | -21.8% | +18.4% | +5.4% |
| 6M | +1.5% | -18.0% | +19.6% | +8.7% |
| YTD | +11.4% | -14.2% | +25.6% | +17.0% |
| 1Y | +11.9% | -7.8% | +19.7% | +14.4% |
| 3Y | +73.9% | +51.0% | +22.9% | +47.3% |
| 5Y | +57.9% | +3.6% | +54.3% | +51.2% |
| All | +222.7% | +45.7% | +177.0% | +178.5% |
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