+62.5%
NLY vs VO
+55.8%
+6.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -1.2% |
| 7D | -4.0% | -1.5% | -2.5% | -2.6% |
| 30D | -5.2% | -3.0% | -2.2% | -2.6% |
| 3M | +2.8% | +2.8% | 0.0% | +0.2% |
| 6M | +4.2% | +10.9% | -6.7% | -5.3% |
| YTD | +4.7% | +12.5% | -7.8% | -6.2% |
| 1Y | +12.7% | +12.0% | +0.8% | +1.3% |
| 3Y | +62.5% | +56.3% | +6.3% | -4.6% |
| All | +62.5% | +55.8% | +6.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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