+148.6%
NLY vs VCLT
+100.6%
+47.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.0% | -1.4% | -2.6% | -3.1% |
| 30D | -5.2% | -1.2% | -4.1% | -4.5% |
| 3M | +2.8% | -4.8% | +7.6% | +6.3% |
| 6M | +4.2% | -2.6% | +6.8% | +6.3% |
| YTD | +4.7% | -3.3% | +8.0% | +7.3% |
| 1Y | +12.7% | -4.8% | +17.6% | +16.7% |
| 3Y | +62.5% | +11.5% | +51.0% | +52.6% |
| 5Y | +26.3% | -17.0% | +43.3% | +38.4% |
| 10Y | +81.0% | +16.7% | +64.2% | +73.3% |
| All | +148.6% | +100.6% | +47.9% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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