+2,263.5%
VGT vs NLY
+289.1%
+1,974.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.2% | -4.0% | +3.8% | +1.1% |
| 30D | -0.4% | -5.2% | +4.8% | +1.2% |
| 3M | +4.4% | +2.8% | +1.6% | +3.5% |
| 6M | +32.1% | +4.2% | +27.9% | +30.2% |
| YTD | +28.8% | +4.7% | +24.1% | +26.7% |
| 1Y | +35.3% | +12.7% | +22.6% | +30.0% |
| 3Y | +124.8% | +62.5% | +62.2% | +92.7% |
| 5Y | +137.9% | +26.3% | +111.6% | +117.0% |
| 10Y | +814.2% | +81.0% | +733.3% | +627.9% |
| All | +2,263.5% | +289.1% | +1,974.3% | +1,246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling