-12.0%
NVT vs NLY
+0.3%
-12.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.4% | -12.4% | -12.7% |
| 7D | -28.8% | +2.1% | -30.8% | -29.0% |
| 30D | -43.3% | +2.3% | -45.6% | -43.5% |
| 3M | -39.2% | -13.7% | -25.5% | -34.5% |
| 6M | -41.8% | -9.6% | -32.1% | -39.3% |
| YTD | -2.9% | -6.5% | +3.5% | 0.0% |
| 1Y | -12.0% | -0.6% | -11.4% | -8.7% |
| All | -12.0% | +0.3% | -12.3% | -8.7% |
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