+256.9%
BNY vs NLY
+25.6%
+231.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | -4.0% | +2.7% | +0.3% |
| 30D | -0.2% | -5.2% | +5.1% | +2.0% |
| 3M | +14.9% | +2.8% | +12.1% | +13.4% |
| 6M | +40.0% | +4.2% | +35.8% | +37.0% |
| YTD | +42.0% | +4.7% | +37.3% | +38.2% |
| 1Y | +56.9% | +12.7% | +44.1% | +47.5% |
| 3Y | +289.9% | +62.5% | +227.3% | +210.0% |
| All | +256.9% | +25.6% | +231.3% | +246.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling