+362.2%
VST vs NLY
+69.5%
+292.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +5.3% | -0.4% | +5.8% | +5.6% |
| 30D | +5.8% | -1.3% | +7.1% | +6.5% |
| 3M | +3.5% | +7.6% | -4.2% | -1.2% |
| 6M | -7.4% | +8.9% | -16.3% | -12.2% |
| YTD | -6.1% | +8.1% | -14.1% | -10.4% |
| 1Y | -21.6% | +15.8% | -37.4% | -28.5% |
| All | +362.2% | +69.5% | +292.7% | +244.3% |
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 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