+2,268.8%
VALE vs NLY
+476.0%
+1,792.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -0.3% | -4.0% | +3.7% | +1.6% |
| 30D | +8.6% | -5.2% | +13.9% | +11.3% |
| 3M | +2.0% | +2.8% | -0.8% | +0.5% |
| 6M | +2.1% | +4.2% | -2.1% | +0.1% |
| YTD | +20.2% | +4.7% | +15.6% | +17.6% |
| 1Y | +55.2% | +12.7% | +42.4% | +46.4% |
| 3Y | +45.9% | +62.5% | -16.7% | +14.6% |
| 5Y | +41.4% | +26.3% | +15.1% | +21.0% |
| 10Y | +513.1% | +81.0% | +432.1% | +320.8% |
| All | +2,268.8% | +476.0% | +1,792.8% | +928.3% |
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 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