+392.9%
BAC vs NLY
+81.8%
+311.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | 0.0% | -4.0% | +4.0% | +2.0% |
| 30D | -2.8% | -5.2% | +2.5% | -0.3% |
| 3M | +14.2% | +2.8% | +11.4% | +12.5% |
| 6M | +30.5% | +4.2% | +26.3% | +27.5% |
| YTD | +15.8% | +4.7% | +11.1% | +12.7% |
| 1Y | +26.2% | +12.7% | +13.4% | +18.1% |
| 3Y | +136.5% | +62.5% | +74.0% | +84.0% |
| 5Y | +75.9% | +26.3% | +49.6% | +52.3% |
| All | +392.9% | +81.8% | +311.1% | +337.3% |
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