+190.5%
B vs NLY
+64.2%
+126.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.4% | -4.0% | +1.6% | -0.6% |
| 30D | +6.3% | -5.2% | +11.6% | +9.0% |
| 3M | +12.1% | +2.8% | +9.3% | +10.9% |
| 6M | -3.1% | +4.2% | -7.3% | -4.6% |
| YTD | +2.0% | +4.7% | -2.7% | +0.4% |
| 1Y | +51.7% | +12.7% | +38.9% | +45.4% |
| 3Y | +190.5% | +62.5% | +128.0% | +150.9% |
| All | +190.5% | +64.2% | +126.3% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling