+74.6%
BND vs NLY
+286.5%
-211.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.0% | -4.0% | +3.0% | -0.9% |
| 30D | -1.1% | -5.2% | +4.1% | -1.0% |
| 3M | -1.9% | +2.8% | -4.7% | -1.9% |
| 6M | -1.6% | +4.2% | -5.8% | -1.7% |
| YTD | -1.2% | +4.7% | -5.9% | -1.3% |
| 1Y | -0.7% | +12.7% | -13.5% | -1.0% |
| 3Y | +12.5% | +62.5% | -50.0% | +11.4% |
| 5Y | -2.5% | +26.3% | -28.9% | -3.5% |
| 10Y | +14.9% | +81.0% | -66.1% | +13.6% |
| All | +74.6% | +286.5% | -211.9% | +75.8% |
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 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