+123.0%
XRT vs AGNC
+83.7%
+39.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -3.2% | -4.7% | +1.5% | -0.9% |
| 30D | -4.5% | -5.7% | +1.2% | -1.7% |
| 3M | -3.1% | +1.9% | -4.9% | -4.1% |
| 6M | +4.2% | +1.8% | +2.4% | +3.0% |
| YTD | -0.1% | +3.4% | -3.5% | -2.2% |
| 1Y | -3.0% | +13.6% | -16.7% | -9.5% |
| 3Y | +41.8% | +60.4% | -18.6% | +10.8% |
| 5Y | -1.3% | +27.0% | -28.2% | -14.6% |
| All | +123.0% | +83.7% | +39.3% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling