+53.3%
V vs NLY
+64.2%
-10.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -1.2% | -4.0% | +2.8% | 0.0% |
| 30D | +3.1% | -5.2% | +8.3% | +4.7% |
| 3M | +16.3% | +2.8% | +13.5% | +15.2% |
| 6M | +20.4% | +4.2% | +16.2% | +18.4% |
| YTD | +6.3% | +4.7% | +1.6% | +4.2% |
| 1Y | +8.7% | +12.7% | -4.0% | +3.8% |
| 3Y | +53.3% | +62.5% | -9.2% | +31.1% |
| All | +53.3% | +64.2% | -10.9% | +31.1% |
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