+1,477.2%
NLY vs VRSN
+6,576.4%
-5,099.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -3.6% | -1.5% | -2.1% | -3.5% |
| 30D | -4.9% | +0.7% | -5.6% | -5.0% |
| 3M | +6.2% | +0.6% | +5.6% | +6.0% |
| 6M | +4.5% | +21.7% | -17.2% | +2.0% |
| YTD | +5.1% | +20.0% | -14.9% | +2.7% |
| 1Y | +13.5% | +3.2% | +10.4% | +12.6% |
| 3Y | +65.6% | +42.4% | +23.2% | +58.4% |
| 5Y | +26.9% | +33.0% | -6.1% | +21.9% |
| 10Y | +81.8% | +292.9% | -211.1% | +57.0% |
| All | +1,477.2% | +6,576.4% | -5,099.2% | +905.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling