+66.0%
VT vs AGNC
+32.6%
+33.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | -0.7% | -1.2% | +0.6% | -0.2% |
| 3M | +4.0% | +5.4% | -1.4% | +1.9% |
| 6M | +12.3% | +6.7% | +5.6% | +9.4% |
| YTD | +14.0% | +7.1% | +6.9% | +10.7% |
| 1Y | +20.3% | +16.3% | +4.0% | +13.3% |
| 3Y | +75.4% | +68.5% | +7.0% | +43.8% |
| 5Y | +66.0% | +31.4% | +34.6% | +54.0% |
| All | +66.0% | +32.6% | +33.3% | +54.0% |
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