+96.3%
VTR vs NLY
+81.8%
+14.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.3% | -4.0% | +3.7% | +2.2% |
| 30D | +1.1% | -5.2% | +6.3% | +4.4% |
| 3M | +7.9% | +2.8% | +5.1% | +5.5% |
| 6M | +6.2% | +4.2% | +2.0% | +2.5% |
| YTD | +17.7% | +4.7% | +13.1% | +12.8% |
| 1Y | +32.9% | +12.7% | +20.1% | +21.0% |
| 3Y | +129.7% | +62.5% | +67.1% | +59.8% |
| 5Y | +89.3% | +26.3% | +63.0% | +53.0% |
| All | +96.3% | +81.8% | +14.5% | +26.9% |
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