+375.1%
VT vs NLY
+251.1%
+123.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -0.2% | -1.4% | +1.2% | +0.2% |
| 3M | +4.5% | +12.0% | -7.5% | +0.3% |
| 6M | +14.1% | +8.3% | +5.7% | +10.7% |
| YTD | +14.8% | +8.6% | +6.2% | +11.2% |
| 1Y | +21.2% | +16.9% | +4.3% | +14.2% |
| 3Y | +76.6% | +71.0% | +5.6% | +44.4% |
| 5Y | +66.6% | +31.1% | +35.5% | +46.8% |
| 10Y | +222.3% | +81.0% | +141.3% | +142.2% |
| All | +375.1% | +251.1% | +123.9% | +156.1% |
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