+56.7%
BDX vs NLY
+81.8%
-25.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.2% | -4.0% | +0.8% | -2.2% |
| 30D | -2.5% | -5.2% | +2.7% | -1.3% |
| 3M | +21.4% | +2.8% | +18.6% | +20.6% |
| 6M | +10.4% | +4.2% | +6.2% | +9.3% |
| YTD | +18.8% | +4.7% | +14.2% | +17.4% |
| 1Y | +21.7% | +12.7% | +8.9% | +18.1% |
| 3Y | -10.0% | +62.5% | -72.5% | -19.7% |
| 5Y | -1.8% | +26.3% | -28.1% | -9.7% |
| All | +56.7% | +81.8% | -25.2% | +34.5% |
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