+6,237.6%
NVO vs NLY
+1,197.0%
+5,040.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.1% |
| 7D | -7.6% | -4.0% | -3.6% | -6.9% |
| 30D | -6.0% | -5.2% | -0.7% | -5.1% |
| 3M | -0.8% | +2.8% | -3.6% | -1.2% |
| 6M | +16.5% | +4.2% | +12.3% | +15.7% |
| YTD | -11.1% | +4.7% | -15.8% | -11.8% |
| 1Y | -16.7% | +12.7% | -29.5% | -18.5% |
| 3Y | -52.9% | +62.5% | -115.5% | -56.9% |
| 5Y | -3.0% | +26.3% | -29.3% | -8.4% |
| 10Y | +147.1% | +81.0% | +66.1% | +113.5% |
| All | +6,237.6% | +1,197.0% | +5,040.6% | +4,264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling