+248.8%
NBIS vs NLY
+20.9%
+227.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +8.2% | -1.0% | +9.2% | +8.5% |
| 30D | +3.4% | +0.6% | +2.8% | +3.1% |
| 3M | -12.8% | +10.8% | -23.6% | -17.3% |
| 6M | +131.5% | +6.2% | +125.3% | +121.8% |
| YTD | +170.5% | +9.0% | +161.4% | +166.2% |
| 1Y | +248.8% | +19.3% | +229.5% | +255.1% |
| All | +248.8% | +20.9% | +227.9% | +255.1% |
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