+417.3%
VZ vs NLY
+1,245.6%
-828.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +7.1% | -1.4% | +8.5% | +7.4% |
| 3M | +12.8% | +12.0% | +0.8% | +10.2% |
| 6M | +1.8% | +8.3% | -6.5% | -0.1% |
| YTD | +30.0% | +8.6% | +21.4% | +27.3% |
| 1Y | +24.3% | +16.9% | +7.4% | +19.9% |
| 3Y | +84.3% | +71.0% | +13.3% | +63.2% |
| 5Y | +25.9% | +31.1% | -5.1% | +16.0% |
| 10Y | +61.1% | +81.0% | -19.9% | +34.2% |
| All | +417.3% | +1,245.6% | -828.3% | +210.0% |
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