+406.7%
BNY vs NLY
+81.8%
+324.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | -4.0% | +2.7% | +0.2% |
| 30D | -0.2% | -5.2% | +5.1% | +1.9% |
| 3M | +14.9% | +2.8% | +12.1% | +13.5% |
| 6M | +40.0% | +4.2% | +35.8% | +37.2% |
| YTD | +42.0% | +4.7% | +37.3% | +38.6% |
| 1Y | +56.9% | +12.7% | +44.1% | +48.4% |
| 3Y | +289.9% | +62.5% | +227.3% | +217.2% |
| 5Y | +259.2% | +26.3% | +232.9% | +217.0% |
| All | +406.7% | +81.8% | +324.9% | +362.5% |
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