+359.6%
VT vs AGNC
+556.8%
-197.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.4% | -6.3% | +8.6% | +4.8% |
| 30D | -1.5% | -3.1% | +1.6% | -0.5% |
| 3M | -4.1% | -22.1% | +17.9% | +5.1% |
| 6M | +0.6% | -16.9% | +17.5% | +7.4% |
| YTD | +11.0% | -13.9% | +24.9% | +16.7% |
| 1Y | +13.3% | -6.9% | +20.2% | +15.6% |
| 3Y | +73.4% | +50.9% | +22.5% | +45.8% |
| 5Y | +57.4% | +3.9% | +53.5% | +49.2% |
| 10Y | +221.7% | +47.4% | +174.3% | +156.0% |
| All | +359.6% | +556.8% | -197.2% | +59.3% |
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