+261.1%
VSH vs NLY
+1,202.9%
-941.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | +0.1% |
| 7D | +3.1% | -3.6% | +6.7% | +4.6% |
| 30D | -5.7% | -4.9% | -0.8% | -3.8% |
| 3M | -42.5% | +6.2% | -48.7% | -44.0% |
| 6M | +82.7% | +4.5% | +78.2% | +78.9% |
| YTD | +118.2% | +5.1% | +113.1% | +113.2% |
| 1Y | +109.7% | +13.5% | +96.2% | +98.5% |
| 3Y | +35.3% | +65.6% | -30.3% | +11.6% |
| 5Y | +65.6% | +26.9% | +38.7% | +48.3% |
| 10Y | +176.8% | +81.8% | +95.0% | +111.9% |
| All | +261.1% | +1,202.9% | -941.8% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling