+359.6%
VT vs NLY
+183.2%
+176.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +2.4% | -5.9% | +8.2% | +4.5% |
| 30D | -1.5% | -2.8% | +1.3% | -0.6% |
| 3M | -4.1% | -21.6% | +17.5% | +4.2% |
| 6M | +0.6% | -14.5% | +15.1% | +5.9% |
| YTD | +11.0% | -12.4% | +23.4% | +15.7% |
| 1Y | +13.3% | -7.3% | +20.6% | +15.7% |
| 3Y | +73.4% | +54.8% | +18.6% | +46.9% |
| 5Y | +57.4% | +2.4% | +55.1% | +50.9% |
| 10Y | +221.7% | +53.2% | +168.5% | +155.8% |
| All | +359.6% | +183.2% | +176.4% | +166.6% |
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