+322.4%
NET vs NLY
+65.5%
+256.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -4.4% |
| 7D | -16.4% | +3.5% | -19.9% | -17.8% |
| 30D | -25.8% | +3.6% | -29.5% | -27.3% |
| 3M | -11.5% | -13.6% | +2.1% | -4.7% |
| 6M | +18.9% | -9.1% | +28.0% | +24.2% |
| YTD | +35.2% | -6.1% | +41.3% | +37.4% |
| 1Y | +14.5% | +0.7% | +13.7% | +10.9% |
| All | +322.4% | +65.5% | +256.9% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling