+29.3%
V vs NLY
+2.3%
+27.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.0% |
| 7D | +9.0% | +3.5% | +5.5% | +8.2% |
| 30D | +18.1% | +3.6% | +14.5% | +17.1% |
| 3M | +18.3% | -13.6% | +31.9% | +21.2% |
| 6M | +34.1% | -9.1% | +43.2% | +35.9% |
| YTD | +25.2% | -6.1% | +31.3% | +25.6% |
| 1Y | +29.3% | +0.7% | +28.6% | +25.4% |
| All | +29.3% | +2.3% | +27.0% | +25.4% |
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