+77.9%
NLY vs NVS
+179.5%
-101.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | -14.3% | +10.3% | +1.3% |
| 30D | -5.2% | -10.0% | +4.7% | -2.2% |
| 3M | +2.8% | -10.9% | +13.7% | +6.4% |
| 6M | +4.2% | -12.0% | +16.2% | +8.2% |
| YTD | +4.7% | +2.5% | +2.2% | +1.9% |
| 1Y | +12.7% | +10.7% | +2.1% | +6.1% |
| 3Y | +62.5% | +53.3% | +9.2% | +31.7% |
| 5Y | +26.3% | +93.6% | -67.3% | -8.9% |
| All | +77.9% | +179.5% | -101.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling