+258.5%
BN vs NLY
+81.8%
+176.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -5.2% | -4.0% | -1.2% | -2.9% |
| 30D | -14.5% | -5.2% | -9.2% | -11.7% |
| 3M | -15.0% | +2.8% | -17.8% | -16.5% |
| 6M | -5.4% | +4.2% | -9.6% | -7.7% |
| YTD | -16.4% | +4.7% | -21.1% | -18.8% |
| 1Y | -16.2% | +12.7% | -29.0% | -22.2% |
| 3Y | +67.5% | +62.5% | +5.0% | +26.5% |
| 5Y | +34.1% | +26.3% | +7.8% | +14.7% |
| All | +258.5% | +81.8% | +176.6% | +169.0% |
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