+6,099.3%
BBY vs NLY
+1,197.0%
+4,902.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.2% |
| 7D | +0.6% | -4.0% | +4.6% | +2.0% |
| 30D | +9.4% | -5.2% | +14.6% | +11.5% |
| 3M | +19.3% | +2.8% | +16.5% | +18.1% |
| 6M | +47.9% | +4.2% | +43.7% | +45.5% |
| YTD | +39.6% | +4.7% | +34.9% | +36.9% |
| 1Y | +22.2% | +12.7% | +9.4% | +16.8% |
| 3Y | +45.0% | +62.5% | -17.6% | +21.9% |
| 5Y | +2.6% | +26.3% | -23.8% | -7.1% |
| 10Y | +250.5% | +81.0% | +169.5% | +175.3% |
| All | +6,099.3% | +1,197.0% | +4,902.3% | +3,701.3% |
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 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