+275.1%
BLK vs NLY
+81.8%
+193.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.3% | -4.0% | +0.7% | -1.5% |
| 30D | -6.5% | -5.2% | -1.3% | -4.2% |
| 3M | +6.7% | +2.8% | +3.9% | +5.3% |
| 6M | +14.7% | +4.2% | +10.5% | +12.5% |
| YTD | +2.5% | +4.7% | -2.1% | +0.3% |
| 1Y | -2.8% | +12.7% | -15.5% | -8.3% |
| 3Y | +65.9% | +62.5% | +3.3% | +31.8% |
| 5Y | +33.0% | +26.3% | +6.7% | +16.1% |
| All | +275.1% | +81.8% | +193.2% | +227.8% |
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