-13.6%
BX vs NLY
+0.3%
-13.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | +0.3% | +2.1% | -1.8% | -1.5% |
| 30D | +6.7% | +2.3% | +4.4% | +4.5% |
| 3M | -11.1% | -13.7% | +2.6% | +1.4% |
| 6M | -0.4% | -9.6% | +9.2% | +9.0% |
| YTD | -19.1% | -6.5% | -12.6% | -12.6% |
| 1Y | -13.6% | -0.6% | -13.0% | -11.3% |
| All | -13.6% | +0.3% | -13.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling