+404.6%
VIAV vs NLY
+81.8%
+322.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +11.2% | -4.0% | +15.1% | +13.0% |
| 30D | -10.1% | -5.2% | -4.9% | -8.3% |
| 3M | -22.9% | +2.8% | -25.7% | -24.2% |
| 6M | +28.8% | +4.2% | +24.6% | +26.0% |
| YTD | +117.5% | +4.7% | +112.8% | +112.1% |
| 1Y | +216.1% | +12.7% | +203.3% | +198.9% |
| 3Y | +292.2% | +62.5% | +229.7% | +219.0% |
| 5Y | +141.0% | +26.3% | +114.7% | +112.8% |
| All | +404.6% | +81.8% | +322.7% | +317.1% |
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 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