-10.8%
NVTS vs NLY
+2.3%
-13.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +6.4% |
| 7D | -0.3% | +3.5% | -3.8% | -2.6% |
| 30D | -24.4% | +3.6% | -28.0% | -26.2% |
| 3M | -26.5% | -13.6% | -12.9% | -17.8% |
| 6M | -41.4% | -9.1% | -32.3% | -37.2% |
| YTD | +30.7% | -6.1% | +36.7% | +42.1% |
| 1Y | -10.8% | +0.7% | -11.5% | +13.2% |
| All | -10.8% | +2.3% | -13.1% | +13.2% |
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