+636.6%
VTI vs AGNC
+622.7%
+13.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.9% | -4.7% | +3.8% | +0.9% |
| 30D | -1.4% | -5.7% | +4.2% | +0.7% |
| 3M | +3.6% | +1.9% | +1.7% | +2.7% |
| 6M | +13.6% | +1.8% | +11.8% | +12.5% |
| YTD | +12.9% | +3.4% | +9.5% | +10.9% |
| 1Y | +17.2% | +13.6% | +3.6% | +10.9% |
| 3Y | +75.7% | +60.4% | +15.3% | +44.1% |
| 5Y | +75.4% | +27.0% | +48.5% | +54.6% |
| 10Y | +303.3% | +83.1% | +220.2% | +198.6% |
| All | +636.6% | +622.7% | +13.9% | +159.6% |
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 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