+18.4%
BX vs NLY
+25.6%
-7.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.9% |
| 7D | -5.6% | -4.0% | -1.6% | -2.3% |
| 30D | -12.2% | -5.2% | -7.0% | -8.0% |
| 3M | +7.4% | +2.8% | +4.6% | +5.0% |
| 6M | +22.2% | +4.2% | +18.0% | +18.2% |
| YTD | -14.0% | +4.7% | -18.7% | -17.2% |
| 1Y | -27.3% | +12.7% | -40.0% | -34.5% |
| 3Y | +24.5% | +62.5% | -38.0% | -17.3% |
| All | +18.4% | +25.6% | -7.1% | +8.4% |
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