+153.0%
VLO vs NLY
+12.5%
+140.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.1% |
| 7D | +5.3% | -4.0% | +9.3% | +3.9% |
| 30D | +18.2% | -5.2% | +23.5% | +16.2% |
| 3M | +53.3% | +2.8% | +50.5% | +55.1% |
| 6M | +70.4% | +4.2% | +66.2% | +74.8% |
| YTD | +143.4% | +4.7% | +138.7% | +150.0% |
| 1Y | +153.0% | +12.7% | +140.3% | +156.9% |
| All | +153.0% | +12.5% | +140.5% | +156.9% |
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 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