-0.9%
XRT vs AGNC
+26.7%
-27.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -3.2% | -4.7% | +1.5% | -0.7% |
| 30D | -4.5% | -5.7% | +1.2% | -1.5% |
| 3M | -3.1% | +1.9% | -4.9% | -4.2% |
| 6M | +4.2% | +1.8% | +2.4% | +2.9% |
| YTD | -0.1% | +3.4% | -3.5% | -2.5% |
| 1Y | -3.0% | +13.6% | -16.7% | -10.0% |
| 3Y | +41.8% | +60.4% | -18.6% | +9.1% |
| All | -0.9% | +26.7% | -27.6% | -2.9% |
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