+77.9%
NLY vs ACWI
+233.9%
-156.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.3% |
| 7D | -4.0% | -1.0% | -3.0% | -3.1% |
| 30D | -5.2% | -0.9% | -4.4% | -4.5% |
| 3M | +2.8% | +3.5% | -0.7% | -0.4% |
| 6M | +4.2% | +12.8% | -8.6% | -6.8% |
| YTD | +4.7% | +14.0% | -9.3% | -7.3% |
| 1Y | +12.7% | +19.2% | -6.4% | -4.3% |
| 3Y | +62.5% | +75.1% | -12.6% | -3.3% |
| 5Y | +26.3% | +68.6% | -42.3% | -22.6% |
| All | +77.9% | +233.9% | -156.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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