+950.8%
VTI vs NLY
+725.1%
+225.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.9% | -4.0% | +3.1% | +0.3% |
| 30D | -1.4% | -5.2% | +3.8% | +0.2% |
| 3M | +3.6% | +2.8% | +0.8% | +2.6% |
| 6M | +13.6% | +4.2% | +9.4% | +12.0% |
| YTD | +12.9% | +4.7% | +8.2% | +11.0% |
| 1Y | +17.2% | +12.7% | +4.5% | +12.5% |
| 3Y | +75.7% | +62.5% | +13.1% | +49.7% |
| 5Y | +75.4% | +26.3% | +49.1% | +59.0% |
| 10Y | +303.3% | +81.0% | +222.3% | +216.8% |
| All | +950.8% | +725.1% | +225.7% | +432.0% |
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