+221.6%
VT vs NLY
+82.7%
+138.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.1% |
| 7D | -2.0% | -3.6% | +1.6% | -0.8% |
| 30D | -1.4% | -4.9% | +3.5% | +0.2% |
| 3M | +4.7% | +6.2% | -1.5% | +2.5% |
| 6M | +11.4% | +4.5% | +6.9% | +9.5% |
| YTD | +13.1% | +5.1% | +7.9% | +10.9% |
| 1Y | +19.0% | +13.5% | +5.5% | +13.6% |
| 3Y | +73.9% | +65.6% | +8.4% | +45.5% |
| 5Y | +65.4% | +26.9% | +38.5% | +48.3% |
| All | +221.6% | +82.7% | +138.9% | +173.8% |
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 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