+4.5%
NLY vs VSAT
+61.3%
-56.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.9% |
| 7D | -3.6% | +3.4% | -7.1% | -3.9% |
| 30D | -4.9% | -12.2% | +7.3% | -4.2% |
| 3M | +6.2% | +20.6% | -14.4% | +3.2% |
| 6M | +4.5% | +60.2% | -55.7% | -5.2% |
| All | +4.5% | +61.3% | -56.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 6mo: compounded portfolio wealth divided by compounded VSAT 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…
6mo analysis · Full analysis span regression · 6 months rolling