+73.1%
VSH vs NLY
+25.6%
+47.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | +4.8% | -4.0% | +8.8% | +7.3% |
| 30D | -0.7% | -5.2% | +4.5% | +2.4% |
| 3M | -43.1% | +2.8% | -45.9% | -44.4% |
| 6M | +91.8% | +4.2% | +87.6% | +85.6% |
| YTD | +131.6% | +4.7% | +127.0% | +123.6% |
| 1Y | +118.1% | +12.7% | +105.3% | +101.1% |
| 3Y | +40.9% | +62.5% | -21.7% | +8.8% |
| All | +73.1% | +25.6% | +47.5% | +62.4% |
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