+14.9%
BTDR vs NLY
+64.2%
-49.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.3% |
| 7D | -3.4% | -4.0% | +0.6% | +2.1% |
| 30D | +32.6% | -5.2% | +37.8% | +42.2% |
| 3M | -32.2% | +2.8% | -35.1% | -35.2% |
| 6M | +52.4% | +4.2% | +48.2% | +43.8% |
| YTD | +6.7% | +4.7% | +2.0% | -0.5% |
| 1Y | -15.2% | +12.7% | -28.0% | -29.5% |
| 3Y | +14.9% | +62.5% | -47.7% | -38.9% |
| All | +14.9% | +64.2% | -49.3% | -38.9% |
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