+55.3%
BE vs NLY
+2.3%
+53.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -8.0% |
| 7D | -12.1% | +3.5% | -15.6% | -13.6% |
| 30D | -30.1% | +3.6% | -33.7% | -31.4% |
| 3M | -12.1% | -13.6% | +1.5% | -2.8% |
| 6M | -30.6% | -9.1% | -21.5% | -26.9% |
| YTD | +130.6% | -6.1% | +136.7% | +137.3% |
| 1Y | +55.3% | +0.7% | +54.6% | +67.2% |
| All | +55.3% | +2.3% | +53.0% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling