+63.0%
BROS vs NLY
+64.2%
-1.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.4% |
| 7D | -5.8% | -4.0% | -1.8% | -3.1% |
| 30D | -14.0% | -5.2% | -8.7% | -10.7% |
| 3M | -32.5% | +2.8% | -35.3% | -34.0% |
| 6M | -14.9% | +4.2% | -19.1% | -17.4% |
| YTD | -28.3% | +4.7% | -33.0% | -30.6% |
| 1Y | -34.0% | +12.7% | -46.7% | -39.0% |
| 3Y | +63.0% | +62.5% | +0.4% | +24.9% |
| All | +63.0% | +64.2% | -1.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling