-44.6%
VG vs NLY
+16.0%
-60.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +14.0% | -5.9% | +19.8% | +13.4% |
| 30D | -1.0% | -2.8% | +1.8% | -1.3% |
| 3M | -2.7% | -21.6% | +18.9% | -2.5% |
| 6M | +1.5% | -14.5% | +16.0% | -0.2% |
| YTD | +93.7% | -12.4% | +106.1% | +84.1% |
| 1Y | +68.5% | -7.3% | +75.8% | +50.4% |
| All | -44.6% | +16.0% | -60.5% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling