+25.1%
NLY vs VRSN
+33.8%
-8.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | -5.2% | +3.8% | -9.0% | -6.4% |
| 3M | +2.8% | +5.0% | -2.2% | +0.9% |
| 6M | +4.2% | +24.9% | -20.7% | -4.4% |
| YTD | +4.7% | +21.6% | -16.9% | -3.5% |
| 1Y | +12.7% | +2.4% | +10.3% | +10.7% |
| 3Y | +62.5% | +47.3% | +15.2% | +35.3% |
| All | +25.1% | +33.8% | -8.7% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling