+747.3%
XBI vs AGNC
+622.7%
+124.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -4.6% | -4.7% | 0.0% | -2.8% |
| 30D | -2.0% | -5.7% | +3.7% | +0.3% |
| 3M | +17.8% | +1.9% | +15.9% | +16.8% |
| 6M | +23.7% | +1.8% | +21.9% | +22.7% |
| YTD | +28.2% | +3.4% | +24.8% | +26.1% |
| 1Y | +64.0% | +13.6% | +50.4% | +55.1% |
| 3Y | +99.4% | +60.4% | +39.0% | +63.8% |
| 5Y | +19.3% | +27.0% | -7.6% | +5.6% |
| 10Y | +158.7% | +83.1% | +75.6% | +95.5% |
| All | +747.3% | +622.7% | +124.6% | +267.2% |
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