+75.8%
BA vs NLY
+81.8%
-6.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +3.1% |
| 7D | -0.8% | -4.0% | +3.1% | +1.8% |
| 30D | -9.0% | -5.2% | -3.7% | -5.8% |
| 3M | -5.0% | +2.8% | -7.9% | -6.8% |
| 6M | -1.7% | +4.2% | -5.9% | -4.2% |
| YTD | -3.1% | +4.7% | -7.7% | -6.2% |
| 1Y | -4.3% | +12.7% | -17.1% | -11.9% |
| 3Y | -0.3% | +62.5% | -62.8% | -29.6% |
| 5Y | +0.1% | +26.3% | -26.3% | -16.9% |
| All | +75.8% | +81.8% | -6.0% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling