+13.5%
NLY vs VT
+18.7%
-5.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -3.6% | -2.0% | -1.6% | -2.4% |
| 30D | -4.9% | -1.4% | -3.5% | -4.1% |
| 3M | +6.2% | +4.7% | +1.5% | +3.0% |
| 6M | +4.5% | +11.4% | -6.9% | -3.6% |
| YTD | +5.1% | +13.1% | -7.9% | -3.5% |
| 1Y | +13.5% | +19.0% | -5.5% | +1.9% |
| All | +13.5% | +18.7% | -5.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling