+66.8%
ZETA vs AGNC
+2.9%
+63.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +2.9% |
| 7D | -6.5% | -4.4% | -2.1% | -3.0% |
| 30D | +4.8% | -5.4% | +10.2% | +9.7% |
| 3M | +53.3% | +3.5% | +49.9% | +49.4% |
| 6M | +66.8% | +1.7% | +65.1% | +63.5% |
| All | +66.8% | +2.9% | +63.9% | +63.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling