+177.0%
VXUS vs AGNC
+185.5%
-8.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -0.3% |
| 7D | -1.9% | -4.4% | +2.5% | -0.4% |
| 30D | -0.7% | -5.4% | +4.7% | +1.1% |
| 3M | +4.9% | +3.5% | +1.5% | +3.6% |
| 6M | +9.7% | +1.7% | +7.9% | +8.8% |
| YTD | +15.0% | +3.9% | +11.2% | +13.3% |
| 1Y | +22.4% | +13.8% | +8.6% | +16.9% |
| 3Y | +72.2% | +63.3% | +8.9% | +44.5% |
| 5Y | +52.6% | +27.5% | +25.1% | +36.8% |
| 10Y | +146.9% | +83.8% | +63.1% | +91.5% |
| All | +177.0% | +185.5% | -8.6% | +66.1% |
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