+261.2%
VZ vs AGNC
+622.7%
-361.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.9% | -4.7% | +5.6% | +2.1% |
| 30D | +7.7% | -5.7% | +13.4% | +9.2% |
| 3M | +9.7% | +1.9% | +7.8% | +9.1% |
| 6M | +3.1% | +1.8% | +1.3% | +2.3% |
| YTD | +30.5% | +3.4% | +27.1% | +28.6% |
| 1Y | +22.5% | +13.6% | +8.9% | +18.0% |
| 3Y | +82.4% | +60.4% | +22.0% | +59.5% |
| 5Y | +28.0% | +27.0% | +1.0% | +16.9% |
| 10Y | +67.3% | +83.1% | -15.8% | +34.0% |
| All | +261.2% | +622.7% | -361.5% | +60.8% |
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 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