+221.6%
VT vs AGNC
+84.4%
+137.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | +0.3% |
| 7D | -2.0% | -4.4% | +2.4% | -0.4% |
| 30D | -1.4% | -5.4% | +4.0% | +0.6% |
| 3M | +4.7% | +3.5% | +1.3% | +3.2% |
| 6M | +11.4% | +1.7% | +9.6% | +10.3% |
| YTD | +13.1% | +3.9% | +9.2% | +11.0% |
| 1Y | +19.0% | +13.8% | +5.2% | +12.9% |
| 3Y | +73.9% | +63.3% | +10.6% | +43.1% |
| 5Y | +65.4% | +27.5% | +37.9% | +47.1% |
| All | +221.6% | +84.4% | +137.2% | +155.6% |
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