+386.3%
VNQ vs NLY
+305.2%
+81.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.3% | -4.0% | +2.7% | +1.0% |
| 30D | -2.6% | -5.2% | +2.7% | +0.4% |
| 3M | -2.0% | +2.8% | -4.9% | -3.8% |
| 6M | +4.3% | +4.2% | +0.1% | +1.4% |
| YTD | +9.2% | +4.7% | +4.6% | +5.7% |
| 1Y | +5.6% | +12.7% | -7.1% | -2.2% |
| 3Y | +30.8% | +62.5% | -31.7% | -2.6% |
| 5Y | +8.0% | +26.3% | -18.4% | -10.2% |
| 10Y | +63.7% | +81.0% | -17.3% | +1.4% |
| All | +386.3% | +305.2% | +81.1% | +76.9% |
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 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