+188.1%
NLY vs VT
+357.8%
-169.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | -6.8% | +2.9% | -9.7% | -8.8% |
| 30D | -3.2% | -2.5% | -0.7% | -1.5% |
| 3M | -21.1% | -3.3% | -17.7% | -19.1% |
| 6M | -15.5% | +1.5% | -17.0% | -16.7% |
| YTD | -12.8% | +11.4% | -24.2% | -20.0% |
| 1Y | -7.8% | +11.9% | -19.7% | -15.7% |
| 3Y | +55.1% | +73.9% | -18.7% | +1.2% |
| 5Y | +1.9% | +57.9% | -56.0% | -28.2% |
| 10Y | +52.5% | +222.6% | -170.1% | -35.2% |
| All | +188.1% | +357.8% | -169.7% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling