+12,882.1%
BLK vs NLY
+1,354.9%
+11,527.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.3% | -4.0% | +0.7% | -1.6% |
| 30D | -6.5% | -5.2% | -1.3% | -4.4% |
| 3M | +6.7% | +2.8% | +3.9% | +5.4% |
| 6M | +14.7% | +4.2% | +10.5% | +12.7% |
| YTD | +2.5% | +4.7% | -2.1% | +0.5% |
| 1Y | -2.8% | +12.7% | -15.5% | -7.8% |
| 3Y | +65.9% | +62.5% | +3.3% | +34.1% |
| 5Y | +33.0% | +26.3% | +6.7% | +17.7% |
| 10Y | +281.2% | +81.0% | +200.2% | +177.4% |
| All | +12,882.1% | +1,354.9% | +11,527.2% | +6,897.9% |
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