-9.1%
NVTS vs NLY
+21.5%
-30.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.7% |
| 7D | -1.4% | -4.0% | +2.5% | +2.4% |
| 30D | -16.5% | -5.2% | -11.3% | -12.4% |
| 3M | -47.6% | +2.8% | -50.5% | -49.5% |
| 6M | +7.3% | +4.2% | +3.1% | +2.2% |
| YTD | +62.9% | +4.7% | +58.2% | +55.9% |
| 1Y | +91.3% | +12.7% | +78.5% | +68.5% |
| 3Y | +43.4% | +62.5% | -19.1% | -8.2% |
| All | -9.1% | +21.5% | -30.6% | -21.9% |
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