+77.9%
NLY vs VRSN
+299.1%
-221.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | -5.2% | +3.8% | -9.0% | -6.3% |
| 3M | +2.8% | +5.0% | -2.2% | +1.0% |
| 6M | +4.2% | +24.9% | -20.7% | -3.3% |
| YTD | +4.7% | +21.6% | -16.9% | -2.4% |
| 1Y | +12.7% | +2.4% | +10.3% | +10.6% |
| 3Y | +62.5% | +47.3% | +15.2% | +40.6% |
| 5Y | +26.3% | +34.7% | -8.4% | +10.3% |
| All | +77.9% | +299.1% | -221.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling