-100.0%
VIVK vs NLY
+2.3%
-102.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.8% | -31.3% | -27.7% |
| 7D | -68.7% | +3.5% | -72.2% | -68.6% |
| 30D | -90.0% | +3.6% | -93.6% | -90.0% |
| 3M | -98.1% | -13.6% | -84.4% | -98.0% |
| 6M | -99.9% | -9.1% | -90.8% | -99.9% |
| YTD | -99.9% | -6.1% | -93.9% | -99.9% |
| 1Y | -100.0% | +0.7% | -100.7% | -100.0% |
| All | -100.0% | +2.3% | -102.3% | -100.0% |
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