+22.9%
VTV vs AGNC
+13.3%
+9.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.1% | -4.7% | +3.6% | +0.1% |
| 30D | -1.0% | -5.7% | +4.6% | +0.4% |
| 3M | +4.6% | +1.9% | +2.8% | +3.9% |
| 6M | +13.5% | +1.8% | +11.7% | +12.5% |
| YTD | +18.5% | +3.4% | +15.1% | +16.1% |
| 1Y | +22.9% | +13.6% | +9.3% | +17.3% |
| All | +22.9% | +13.3% | +9.6% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling