+239.5%
ZETA vs AGNC
+10.7%
+228.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | -3.7% | -4.7% | +1.0% | -0.6% |
| 30D | +5.7% | -5.7% | +11.4% | +9.9% |
| 3M | +50.4% | +1.9% | +48.6% | +48.7% |
| 6M | +65.5% | +1.8% | +63.7% | +63.4% |
| YTD | +48.3% | +3.4% | +44.9% | +44.0% |
| 1Y | +45.4% | +13.6% | +31.8% | +32.2% |
| 3Y | +270.8% | +60.4% | +210.4% | +171.7% |
| 5Y | +336.1% | +27.0% | +309.2% | +340.3% |
| All | +239.5% | +10.7% | +228.8% | +274.1% |
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