+77.9%
NLY vs VTEB
+17.9%
+60.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -1.2% |
| 7D | -4.0% | -0.9% | -3.1% | -2.1% |
| 30D | -5.2% | -2.5% | -2.7% | -0.1% |
| 3M | +2.8% | -3.0% | +5.8% | +9.5% |
| 6M | +4.2% | -2.1% | +6.3% | +9.2% |
| YTD | +4.7% | -1.5% | +6.2% | +8.3% |
| 1Y | +12.7% | +0.2% | +12.6% | +12.7% |
| 3Y | +62.5% | +8.6% | +54.0% | +38.6% |
| 5Y | +26.3% | +1.2% | +25.1% | +23.2% |
| All | +77.9% | +17.9% | +60.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling