+174.2%
BAX vs NLY
+1,197.0%
-1,022.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -7.9% | -4.0% | -3.9% | -7.1% |
| 30D | -11.7% | -5.2% | -6.4% | -10.7% |
| 3M | +16.2% | +2.8% | +13.4% | +15.7% |
| 6M | +32.0% | +4.2% | +27.8% | +31.1% |
| YTD | +24.7% | +4.7% | +20.0% | +23.8% |
| 1Y | -2.6% | +12.7% | -15.4% | -4.7% |
| 3Y | -35.0% | +62.5% | -97.5% | -40.3% |
| 5Y | -67.6% | +26.3% | -93.9% | -69.3% |
| 10Y | -38.4% | +81.0% | -119.4% | -46.2% |
| All | +174.2% | +1,197.0% | -1,022.8% | +155.1% |
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