+1,216.9%
VST vs NLY
+91.0%
+1,125.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.9% | -1.0% | +9.9% | +9.4% |
| 30D | +6.2% | +0.6% | +5.6% | +5.9% |
| 3M | -2.7% | +10.8% | -13.6% | -7.3% |
| 6M | -8.4% | +6.2% | -14.6% | -10.9% |
| YTD | -7.2% | +9.0% | -16.2% | -10.8% |
| 1Y | -20.9% | +19.3% | -40.2% | -27.2% |
| 3Y | +384.0% | +67.7% | +316.3% | +283.8% |
| 5Y | +757.1% | +29.7% | +727.3% | +642.4% |
| All | +1,216.9% | +91.0% | +1,125.8% | +916.6% |
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