+51.8%
VG vs NLY
+2.3%
+49.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.8% | -11.5% | -3.0% |
| 7D | -16.4% | +3.5% | -19.9% | -12.2% |
| 30D | -10.8% | +3.6% | -14.4% | -6.2% |
| 3M | -6.3% | -13.6% | +7.3% | -21.9% |
| 6M | -12.5% | -9.1% | -3.4% | -20.6% |
| YTD | +76.9% | -6.1% | +83.0% | +73.9% |
| 1Y | +51.8% | +0.7% | +51.1% | +63.5% |
| All | +51.8% | +2.3% | +49.5% | +63.5% |
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