-11.1%
VRSK vs NLY
+25.6%
-36.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -5.2% | -4.0% | -1.2% | -4.0% |
| 30D | -2.3% | -5.2% | +2.9% | -0.8% |
| 3M | -2.9% | +2.8% | -5.8% | -3.7% |
| 6M | -12.8% | +4.2% | -17.0% | -14.1% |
| YTD | -20.8% | +4.7% | -25.5% | -22.3% |
| 1Y | -33.2% | +12.7% | -46.0% | -35.9% |
| 3Y | -26.6% | +62.5% | -89.1% | -37.6% |
| All | -11.1% | +25.6% | -36.7% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling