+26.4%
VZ vs AGNC
+26.8%
-0.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -1.2% | -4.4% | +3.2% | -0.5% |
| 30D | +5.7% | -5.4% | +11.1% | +6.7% |
| 3M | +8.2% | +3.5% | +4.8% | +7.6% |
| 6M | +1.7% | +1.7% | 0.0% | +1.2% |
| YTD | +28.9% | +3.9% | +25.0% | +27.3% |
| 1Y | +22.7% | +13.8% | +8.9% | +19.2% |
| 3Y | +82.7% | +63.3% | +19.4% | +65.1% |
| 5Y | +26.4% | +27.5% | -1.1% | +17.8% |
| All | +26.4% | +26.8% | -0.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling