+820.6%
VOO vs NLY
+124.5%
+696.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | -4.0% | +3.2% | +0.6% |
| 30D | -1.1% | -5.2% | +4.2% | +0.7% |
| 3M | +3.9% | +2.8% | +1.1% | +2.8% |
| 6M | +13.6% | +4.2% | +9.4% | +11.9% |
| YTD | +12.7% | +4.7% | +8.0% | +10.6% |
| 1Y | +17.6% | +12.7% | +4.8% | +12.4% |
| 3Y | +77.3% | +62.5% | +14.8% | +49.3% |
| 5Y | +84.1% | +26.3% | +57.8% | +65.4% |
| 10Y | +323.5% | +81.0% | +242.6% | +235.3% |
| All | +820.6% | +124.5% | +696.1% | +588.8% |
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