+1,242.0%
NLY vs VICR
+585.7%
+656.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.6% | -1.7% |
| 7D | -4.0% | +5.0% | -9.0% | -4.6% |
| 30D | -5.2% | -12.5% | +7.2% | -4.2% |
| 3M | +2.8% | -33.6% | +36.4% | +6.0% |
| 6M | +4.2% | +10.7% | -6.5% | -0.2% |
| YTD | +4.7% | +80.6% | -75.9% | -5.9% |
| 1Y | +12.7% | +288.4% | -275.6% | -8.2% |
| 3Y | +62.5% | +213.8% | -151.2% | +29.8% |
| 5Y | +26.3% | +58.8% | -32.5% | +3.2% |
| 10Y | +81.0% | +1,671.8% | -1,590.8% | +6.2% |
| All | +1,242.0% | +585.7% | +656.3% | +555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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