+1,191.7%
VMC vs NLY
+1,197.0%
-5.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -3.8% | -4.0% | +0.2% | -2.4% |
| 30D | -9.7% | -5.2% | -4.5% | -8.0% |
| 3M | -9.6% | +2.8% | -12.5% | -10.5% |
| 6M | -4.8% | +4.2% | -9.0% | -6.2% |
| YTD | -10.9% | +4.7% | -15.5% | -12.3% |
| 1Y | -15.6% | +12.7% | -28.3% | -19.2% |
| 3Y | +19.3% | +62.5% | -43.2% | -0.3% |
| 5Y | +48.0% | +26.3% | +21.7% | +32.5% |
| 10Y | +155.4% | +81.0% | +74.4% | +95.9% |
| All | +1,191.7% | +1,197.0% | -5.3% | +592.1% |
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