-24.7%
VFC vs NLY
+5.6%
-30.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +1.2% |
| 7D | -3.3% | -3.6% | +0.4% | +0.4% |
| 30D | -14.0% | -4.9% | -9.1% | -9.5% |
| 3M | -22.6% | +6.2% | -28.8% | -26.5% |
| 6M | -24.7% | +4.5% | -29.2% | -26.9% |
| All | -24.7% | +5.6% | -30.3% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling