-68.5%
VFC vs NLY
+81.8%
-150.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.7% |
| 7D | -1.4% | -4.0% | +2.6% | +1.3% |
| 30D | -9.0% | -5.2% | -3.7% | -5.7% |
| 3M | -24.2% | +2.8% | -27.0% | -25.5% |
| 6M | -18.5% | +4.2% | -22.7% | -20.5% |
| YTD | -25.9% | +4.7% | -30.5% | -28.0% |
| 1Y | -13.0% | +12.7% | -25.7% | -19.4% |
| 3Y | -20.3% | +62.5% | -82.9% | -39.7% |
| 5Y | -78.1% | +26.3% | -104.4% | -81.1% |
| All | -68.5% | +81.8% | -150.4% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling