+156.4%
B vs NLY
+25.6%
+130.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.4% | -4.0% | +1.6% | -1.0% |
| 30D | +6.3% | -5.2% | +11.6% | +8.4% |
| 3M | +12.1% | +2.8% | +9.3% | +11.2% |
| 6M | -3.1% | +4.2% | -7.3% | -4.2% |
| YTD | +2.0% | +4.7% | -2.7% | +0.7% |
| 1Y | +51.7% | +12.7% | +38.9% | +46.4% |
| 3Y | +190.5% | +62.5% | +128.0% | +149.8% |
| All | +156.4% | +25.6% | +130.8% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling