+558.1%
VRT vs NLY
+64.2%
+494.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -8.4% | -4.0% | -4.4% | -6.3% |
| 30D | -10.9% | -5.2% | -5.6% | -8.3% |
| 3M | -13.7% | +2.8% | -16.5% | -15.5% |
| 6M | -4.1% | +4.2% | -8.3% | -6.8% |
| YTD | +58.7% | +4.7% | +54.1% | +54.0% |
| 1Y | +89.6% | +12.7% | +76.9% | +76.2% |
| 3Y | +558.1% | +62.5% | +495.6% | +410.0% |
| All | +558.1% | +64.2% | +494.0% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling