+71.4%
BTI vs NLY
+81.8%
-10.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -0.2% | -4.0% | +3.8% | +0.7% |
| 30D | -1.1% | -5.2% | +4.2% | +0.1% |
| 3M | -8.8% | +2.8% | -11.6% | -9.4% |
| 6M | -4.0% | +4.2% | -8.2% | -5.0% |
| YTD | +0.4% | +4.7% | -4.3% | -0.9% |
| 1Y | +1.9% | +12.7% | -10.8% | -1.1% |
| 3Y | +108.5% | +62.5% | +46.0% | +84.2% |
| 5Y | +118.5% | +26.3% | +92.2% | +102.2% |
| All | +71.4% | +81.8% | -10.4% | +43.7% |
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