-9.5%
VMC vs NLY
+20.9%
-30.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -4.3% | -1.0% | -3.3% | -3.8% |
| 30D | -8.2% | +0.6% | -8.9% | -8.5% |
| 3M | -7.0% | +10.8% | -17.9% | -11.4% |
| 6M | -10.8% | +6.2% | -17.0% | -14.0% |
| YTD | -7.4% | +9.0% | -16.4% | -10.9% |
| 1Y | -9.5% | +19.3% | -28.8% | -13.2% |
| All | -9.5% | +20.9% | -30.4% | -13.2% |
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