+88.0%
NLY vs VLTO
+26.2%
+61.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.4% | -1.6% | +2.0% | +1.0% |
| 30D | -1.4% | -2.9% | +1.5% | -0.5% |
| 3M | +12.0% | +12.7% | -0.6% | +7.4% |
| 6M | +8.3% | +1.6% | +6.8% | +7.5% |
| YTD | +8.6% | -4.0% | +12.6% | +9.6% |
| 1Y | +16.9% | -10.2% | +27.1% | +21.0% |
| All | +88.0% | +26.2% | +61.8% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling