+73.4%
VT vs NLY
+56.9%
+16.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +2.4% | -5.9% | +8.2% | +4.7% |
| 30D | -1.5% | -2.8% | +1.3% | -0.6% |
| 3M | -4.1% | -21.6% | +17.5% | +5.4% |
| 6M | +0.6% | -14.5% | +15.1% | +6.6% |
| YTD | +11.0% | -12.4% | +23.4% | +16.1% |
| 1Y | +13.3% | -7.3% | +20.6% | +15.7% |
| 3Y | +73.4% | +54.8% | +18.6% | +46.3% |
| All | +73.4% | +56.9% | +16.4% | +46.3% |
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