+12.7%
NLY vs VLTO
-11.2%
+23.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.0% | -2.3% | -1.7% | -3.6% |
| 30D | -5.2% | -2.7% | -2.6% | -4.7% |
| 3M | +2.8% | +14.0% | -11.2% | +0.6% |
| 6M | +4.2% | +3.3% | +0.9% | +3.5% |
| YTD | +4.7% | -5.4% | +10.1% | +5.0% |
| 1Y | +12.7% | -13.3% | +26.0% | +13.6% |
| All | +12.7% | -11.2% | +23.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling