+195.0%
VLO vs NLY
+64.2%
+130.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +5.3% | -4.0% | +9.3% | +6.2% |
| 30D | +18.2% | -5.2% | +23.5% | +19.6% |
| 3M | +53.3% | +2.8% | +50.5% | +51.9% |
| 6M | +70.4% | +4.2% | +66.2% | +67.4% |
| YTD | +143.4% | +4.7% | +138.7% | +138.1% |
| 1Y | +153.0% | +12.7% | +140.3% | +139.9% |
| 3Y | +195.0% | +62.5% | +132.4% | +141.3% |
| All | +195.0% | +64.2% | +130.8% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling