-32.5%
NVDL vs NLY
+0.3%
-32.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -0.4% | -18.2% | -18.5% |
| 7D | -28.8% | +2.1% | -30.9% | -29.2% |
| 30D | -44.0% | +2.3% | -46.3% | -44.4% |
| 3M | -35.6% | -13.7% | -22.0% | -29.3% |
| 6M | -25.3% | -9.6% | -15.7% | -20.1% |
| YTD | -23.3% | -6.5% | -16.8% | -16.4% |
| 1Y | -32.5% | -0.6% | -31.9% | -18.8% |
| All | -32.5% | +0.3% | -32.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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