+1,243.9%
VUG vs NLY
+289.1%
+954.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.5% | -4.0% | +3.5% | +0.7% |
| 30D | -1.0% | -5.2% | +4.3% | +0.6% |
| 3M | +3.5% | +2.8% | +0.7% | +2.6% |
| 6M | +14.2% | +4.2% | +10.0% | +12.7% |
| YTD | +8.5% | +4.7% | +3.8% | +6.8% |
| 1Y | +12.9% | +12.7% | +0.1% | +8.6% |
| 3Y | +85.6% | +62.5% | +23.1% | +59.6% |
| 5Y | +78.1% | +26.3% | +51.8% | +62.6% |
| 10Y | +422.5% | +81.0% | +341.5% | +317.3% |
| All | +1,243.9% | +289.1% | +954.7% | +689.6% |
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