+1,022.8%
NBIS vs NLY
+37.3%
+985.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -0.8% | -4.0% | +3.2% | +2.1% |
| 30D | -13.4% | -5.2% | -8.1% | -10.2% |
| 3M | +1.0% | +2.8% | -1.8% | -2.7% |
| 6M | +100.5% | +4.2% | +96.3% | +88.5% |
| YTD | +168.3% | +4.7% | +163.6% | +154.2% |
| 1Y | +151.8% | +12.7% | +139.0% | +122.1% |
| All | +1,022.8% | +37.3% | +985.4% | +758.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling