+192.7%
VSH vs NLY
+81.8%
+110.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | +4.8% | -4.0% | +8.8% | +7.1% |
| 30D | -0.7% | -5.2% | +4.5% | +2.1% |
| 3M | -43.1% | +2.8% | -45.9% | -44.2% |
| 6M | +91.8% | +4.2% | +87.6% | +86.4% |
| YTD | +131.6% | +4.7% | +127.0% | +124.6% |
| 1Y | +118.1% | +12.7% | +105.3% | +102.9% |
| 3Y | +40.9% | +62.5% | -21.7% | +9.7% |
| 5Y | +75.8% | +26.3% | +49.4% | +52.4% |
| All | +192.7% | +81.8% | +110.9% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling