-33.5%
VG vs NLY
+38.6%
-72.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +9.6% | -4.0% | +13.6% | +9.7% |
| 30D | +15.2% | -5.2% | +20.4% | +15.3% |
| 3M | +24.1% | +2.8% | +21.3% | +21.8% |
| 6M | +27.2% | +4.2% | +23.0% | +22.1% |
| YTD | +132.3% | +4.7% | +127.6% | +120.8% |
| 1Y | +15.7% | +12.7% | +2.9% | +0.9% |
| All | -33.5% | +38.6% | -72.1% | -43.5% |
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 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