+89.6%
VRT vs NLY
+12.5%
+77.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -8.4% | -4.0% | -4.4% | -6.9% |
| 30D | -10.9% | -5.2% | -5.6% | -9.2% |
| 3M | -13.7% | +2.8% | -16.5% | -15.3% |
| 6M | -4.1% | +4.2% | -8.3% | -6.5% |
| YTD | +58.7% | +4.7% | +54.1% | +56.8% |
| 1Y | +89.6% | +12.7% | +76.9% | +92.1% |
| All | +89.6% | +12.5% | +77.1% | +92.1% |
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