+525.4%
XRT vs AGNC
+625.5%
-100.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.6% |
| 7D | -3.6% | -4.4% | +0.8% | -1.6% |
| 30D | -6.7% | -5.4% | -1.3% | -4.4% |
| 3M | -1.4% | +3.5% | -4.9% | -2.9% |
| 6M | +1.7% | +1.7% | 0.0% | +0.7% |
| YTD | -1.5% | +3.9% | -5.3% | -3.5% |
| 1Y | -2.5% | +13.8% | -16.3% | -8.3% |
| 3Y | +39.9% | +63.3% | -23.4% | +11.1% |
| 5Y | -2.6% | +27.5% | -30.1% | -15.0% |
| 10Y | +123.1% | +83.8% | +39.2% | +62.6% |
| All | +525.4% | +625.5% | -100.1% | +106.1% |
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