+43.4%
NVTS vs NLY
+64.2%
-20.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.8% |
| 7D | -1.4% | -4.0% | +2.5% | +2.7% |
| 30D | -16.5% | -5.2% | -11.3% | -12.0% |
| 3M | -47.6% | +2.8% | -50.5% | -49.8% |
| 6M | +7.3% | +4.2% | +3.1% | +1.2% |
| YTD | +62.9% | +4.7% | +58.2% | +54.7% |
| 1Y | +91.3% | +12.7% | +78.5% | +65.5% |
| 3Y | +43.4% | +62.5% | -19.1% | -26.3% |
| All | +43.4% | +64.2% | -20.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling