+398.6%
ZS vs AGNC
+57.7%
+340.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -3.1% | -4.7% | +1.6% | -1.5% |
| 30D | -7.2% | -5.7% | -1.5% | -5.2% |
| 3M | +30.5% | +1.9% | +28.6% | +29.7% |
| 6M | +7.0% | +1.8% | +5.2% | +5.7% |
| YTD | -26.8% | +3.4% | -30.3% | -28.3% |
| 1Y | -42.6% | +13.6% | -56.2% | -45.8% |
| 3Y | -0.3% | +60.4% | -60.7% | -17.7% |
| 5Y | -39.2% | +27.0% | -66.2% | -48.0% |
| All | +398.6% | +57.7% | +340.9% | +328.0% |
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