+136.0%
NVO vs NLY
+81.8%
+54.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -7.6% | -4.0% | -3.6% | -6.8% |
| 30D | -6.0% | -5.2% | -0.7% | -4.9% |
| 3M | -0.8% | +2.8% | -3.6% | -1.3% |
| 6M | +16.5% | +4.2% | +12.3% | +15.6% |
| YTD | -11.1% | +4.7% | -15.8% | -11.9% |
| 1Y | -16.7% | +12.7% | -29.5% | -18.6% |
| 3Y | -52.9% | +62.5% | -115.5% | -57.0% |
| 5Y | -3.0% | +26.3% | -29.3% | -8.7% |
| All | +136.0% | +81.8% | +54.2% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling