+106.5%
VTRS vs NLY
+1,197.0%
-1,090.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -2.2% | -4.0% | +1.8% | -1.1% |
| 30D | +3.3% | -5.2% | +8.6% | +4.8% |
| 3M | +2.0% | +2.8% | -0.8% | +1.1% |
| 6M | +19.9% | +4.2% | +15.7% | +18.5% |
| YTD | +35.7% | +4.7% | +31.1% | +33.7% |
| 1Y | +68.1% | +12.7% | +55.4% | +62.1% |
| 3Y | +87.1% | +62.5% | +24.5% | +62.9% |
| 5Y | +47.6% | +26.3% | +21.3% | +35.6% |
| 10Y | -48.2% | +81.0% | -129.1% | -57.6% |
| All | +106.5% | +1,197.0% | -1,090.5% | +28.1% |
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