+82.0%
NLY vs VLTO
+23.4%
+58.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | -3.6% | -4.5% | +0.9% | -2.1% |
| 30D | -4.9% | -4.6% | -0.3% | -3.4% |
| 3M | +6.2% | +13.3% | -7.1% | +1.6% |
| 6M | +4.5% | +2.1% | +2.4% | +3.5% |
| YTD | +5.1% | -6.1% | +11.2% | +7.0% |
| 1Y | +13.5% | -11.4% | +24.9% | +18.0% |
| All | +82.0% | +23.4% | +58.6% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling