+245.8%
NLY price history and return analytics
+368.9%
-123.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -4.0% | -1.1% | -2.9% | -3.2% |
| 30D | -5.2% | -1.0% | -4.3% | -4.5% |
| 3M | +2.8% | +3.2% | -0.3% | +0.3% |
| 6M | +4.2% | +12.5% | -8.3% | -4.9% |
| YTD | +4.7% | +14.1% | -9.4% | -5.6% |
| 1Y | +12.7% | +18.9% | -6.2% | -1.6% |
| 3Y | +62.5% | +74.1% | -11.5% | +6.2% |
| 5Y | +26.3% | +66.9% | -40.5% | -14.5% |
| 10Y | +81.0% | +228.3% | -147.3% | -24.1% |
| All | +245.8% | +368.9% | -123.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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