+377.4%
VT vs AGNC
+727.9%
-350.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -1.2% | +1.7% | +0.9% |
| 30D | +1.0% | +0.9% | +0.1% | +0.6% |
| 3M | +2.4% | +7.0% | -4.6% | -0.4% |
| 6M | +12.0% | +3.9% | +8.1% | +10.1% |
| YTD | +15.3% | +8.5% | +6.8% | +11.3% |
| 1Y | +22.6% | +19.6% | +3.0% | +13.9% |
| 3Y | +74.7% | +66.1% | +8.6% | +41.3% |
| 5Y | +66.1% | +31.8% | +34.3% | +44.2% |
| 10Y | +225.0% | +87.0% | +138.0% | +136.7% |
| All | +377.4% | +727.9% | -350.5% | +52.0% |
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 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