+60.2%
VWO vs AGNC
+57.2%
+3.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.0% | -5.3% | +2.3% | -1.3% |
| 30D | -0.8% | -6.9% | +6.1% | +1.4% |
| 3M | +0.2% | +1.2% | -0.9% | -0.4% |
| 6M | +10.5% | +5.6% | +4.9% | +8.3% |
| YTD | +11.0% | +2.8% | +8.2% | +9.6% |
| 1Y | +14.4% | +13.5% | +0.9% | +9.7% |
| 3Y | +60.2% | +55.3% | +4.9% | +45.5% |
| All | +60.2% | +57.2% | +3.0% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling