+180.6%
B vs NLY
+1,239.1%
-1,058.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.0% | -0.4% | +1.5% | +1.1% |
| 30D | +9.5% | -1.3% | +10.8% | +9.8% |
| 3M | +14.3% | +7.6% | +6.7% | +12.9% |
| 6M | -1.9% | +8.9% | -10.8% | -3.2% |
| YTD | +4.1% | +8.1% | -4.0% | +2.8% |
| 1Y | +56.1% | +15.8% | +40.3% | +52.2% |
| 3Y | +202.0% | +70.2% | +131.8% | +174.7% |
| 5Y | +158.8% | +30.0% | +128.8% | +143.4% |
| 10Y | +211.9% | +86.8% | +125.1% | +170.4% |
| All | +180.6% | +1,239.1% | -1,058.5% | +121.9% |
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 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