+890.6%
VUG vs AGNC
+625.5%
+265.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | -1.9% | -4.4% | +2.5% | -0.3% |
| 30D | -1.6% | -5.4% | +3.8% | +0.4% |
| 3M | +4.4% | +3.5% | +0.9% | +2.9% |
| 6M | +13.2% | +1.7% | +11.5% | +12.2% |
| YTD | +7.5% | +3.9% | +3.6% | +5.6% |
| 1Y | +12.5% | +13.8% | -1.4% | +6.7% |
| 3Y | +86.0% | +63.3% | +22.6% | +52.9% |
| 5Y | +76.5% | +27.5% | +49.0% | +56.4% |
| 10Y | +417.7% | +83.8% | +333.9% | +290.1% |
| All | +890.6% | +625.5% | +265.0% | +282.6% |
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