+1,482.8%
NI vs NLY
+1,197.0%
+285.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | 0.0% | -4.0% | +4.0% | +1.0% |
| 30D | -1.4% | -5.2% | +3.9% | -0.1% |
| 3M | -10.6% | +2.8% | -13.4% | -11.3% |
| 6M | -9.3% | +4.2% | -13.5% | -10.4% |
| YTD | +1.1% | +4.7% | -3.5% | -0.2% |
| 1Y | +3.4% | +12.7% | -9.4% | +0.1% |
| 3Y | +67.9% | +62.5% | +5.3% | +48.1% |
| 5Y | +98.0% | +26.3% | +71.6% | +82.3% |
| 10Y | +143.6% | +81.0% | +62.6% | +101.7% |
| All | +1,482.8% | +1,197.0% | +285.7% | +969.4% |
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 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