+55.6%
VFC vs NLY
+2.3%
+53.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +1.2% |
| 7D | +21.5% | +3.5% | +18.0% | +18.0% |
| 30D | +46.7% | +3.6% | +43.1% | +42.2% |
| 3M | +38.4% | -13.6% | +52.0% | +57.6% |
| 6M | +15.2% | -9.1% | +24.3% | +26.2% |
| YTD | +17.8% | -6.1% | +23.9% | +22.4% |
| 1Y | +55.6% | +0.7% | +54.9% | +40.7% |
| All | +55.6% | +2.3% | +53.3% | +40.7% |
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