+143.6%
VLO vs NLY
+20.9%
+122.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | -1.0% | +6.2% | +4.9% |
| 30D | +22.6% | +0.6% | +22.0% | +22.9% |
| 3M | +43.8% | +10.8% | +32.9% | +49.1% |
| 6M | +65.7% | +6.2% | +59.5% | +72.4% |
| YTD | +131.1% | +9.0% | +122.1% | +139.9% |
| 1Y | +143.6% | +19.3% | +124.3% | +151.7% |
| All | +143.6% | +20.9% | +122.8% | +151.7% |
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