+1,275.5%
NLY vs NVMI
+1,965.6%
-690.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.5% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -5.2% | -8.4% | +3.2% | -4.8% |
| 3M | +2.8% | -33.6% | +36.4% | +4.8% |
| 6M | +4.2% | -14.7% | +18.9% | +4.5% |
| YTD | +4.7% | +13.2% | -8.6% | +3.3% |
| 1Y | +12.7% | +29.0% | -16.3% | +10.3% |
| 3Y | +62.5% | +215.0% | -152.4% | +50.0% |
| 5Y | +26.3% | +268.6% | -242.2% | +15.2% |
| 10Y | +81.0% | +3,124.7% | -3,043.8% | +51.7% |
| All | +1,275.5% | +1,965.6% | -690.1% | +928.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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