+10,011.9%
VLO vs NLY
+1,202.9%
+8,808.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.2% |
| 7D | +4.0% | -3.6% | +7.6% | +5.5% |
| 30D | +19.0% | -4.9% | +23.9% | +21.3% |
| 3M | +50.0% | +6.2% | +43.8% | +46.0% |
| 6M | +79.1% | +4.5% | +74.6% | +74.0% |
| YTD | +140.3% | +5.1% | +135.1% | +132.5% |
| 1Y | +148.3% | +13.5% | +134.8% | +132.4% |
| 3Y | +194.6% | +65.6% | +129.0% | +133.9% |
| 5Y | +609.6% | +26.9% | +582.7% | +512.1% |
| 10Y | +929.5% | +81.8% | +847.7% | +667.5% |
| All | +10,011.9% | +1,202.9% | +8,808.9% | +5,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling