+420.3%
NVT vs NLY
+25.6%
+394.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +4.1% | -4.0% | +8.1% | +6.2% |
| 30D | -5.1% | -5.2% | +0.1% | -2.6% |
| 3M | -1.2% | +2.8% | -4.0% | -3.0% |
| 6M | +46.6% | +4.2% | +42.4% | +42.9% |
| YTD | +60.0% | +4.7% | +55.3% | +55.7% |
| 1Y | +70.8% | +12.7% | +58.0% | +59.8% |
| 3Y | +187.5% | +62.5% | +125.0% | +125.0% |
| All | +420.3% | +25.6% | +394.7% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling