+206.9%
BKR vs NLY
+1,197.0%
-990.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -7.0% | -4.0% | -3.0% | -5.6% |
| 30D | -8.1% | -5.2% | -2.9% | -6.3% |
| 3M | -6.6% | +2.8% | -9.5% | -7.7% |
| 6M | +0.9% | +4.2% | -3.3% | -1.1% |
| YTD | +31.1% | +4.7% | +26.4% | +28.4% |
| 1Y | +27.7% | +12.7% | +15.0% | +21.6% |
| 3Y | +71.2% | +62.5% | +8.7% | +42.0% |
| 5Y | +177.6% | +26.3% | +151.3% | +147.5% |
| 10Y | +122.7% | +81.0% | +41.7% | +74.9% |
| All | +206.9% | +1,197.0% | -990.1% | +92.4% |
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