+64.9%
VZ vs NLY
+81.8%
-17.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +0.9% | -4.0% | +4.9% | +1.7% |
| 30D | +7.7% | -5.2% | +13.0% | +8.7% |
| 3M | +9.7% | +2.8% | +6.8% | +9.1% |
| 6M | +3.1% | +4.2% | -1.1% | +2.1% |
| YTD | +30.5% | +4.7% | +25.8% | +28.9% |
| 1Y | +22.5% | +12.7% | +9.7% | +19.2% |
| 3Y | +82.4% | +62.5% | +19.8% | +64.5% |
| 5Y | +28.0% | +26.3% | +1.7% | +19.5% |
| All | +64.9% | +81.8% | -17.0% | +46.0% |
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 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