+350.7%
NLY vs VYM
+488.1%
-137.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -1.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.2% |
| 30D | -5.2% | -2.2% | -3.0% | -3.1% |
| 3M | +2.8% | +3.1% | -0.2% | -0.2% |
| 6M | +4.2% | +9.7% | -5.5% | -4.8% |
| YTD | +4.7% | +14.9% | -10.2% | -8.6% |
| 1Y | +12.7% | +17.6% | -4.8% | -3.9% |
| 3Y | +62.5% | +65.3% | -2.8% | -0.3% |
| 5Y | +26.3% | +78.7% | -52.4% | -27.6% |
| 10Y | +81.0% | +208.2% | -127.2% | -38.8% |
| All | +350.7% | +488.1% | -137.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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