+292.4%
C vs NLY
+81.8%
+210.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +0.8% | -4.0% | +4.8% | +3.1% |
| 30D | +0.9% | -5.2% | +6.1% | +3.8% |
| 3M | +1.1% | +2.8% | -1.8% | -0.8% |
| 6M | +28.4% | +4.2% | +24.2% | +24.9% |
| YTD | +20.8% | +4.7% | +16.1% | +17.0% |
| 1Y | +43.4% | +12.7% | +30.7% | +33.1% |
| 3Y | +274.9% | +62.5% | +212.3% | +180.6% |
| 5Y | +136.7% | +26.3% | +110.4% | +100.7% |
| All | +292.4% | +81.8% | +210.6% | +230.7% |
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