-2.9%
VRSK vs NLY
-1.3%
-1.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.2% |
| 7D | +4.2% | +2.9% | +1.4% | +3.8% |
| 30D | +21.3% | +4.6% | +16.7% | +20.5% |
| 3M | +8.1% | -14.1% | +22.2% | +9.7% |
| 6M | +20.3% | -10.7% | +31.1% | +21.9% |
| YTD | -7.8% | -7.0% | -0.9% | -7.8% |
| 1Y | -2.9% | -0.7% | -2.2% | -6.1% |
| All | -2.9% | -1.3% | -1.6% | -6.1% |
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 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