+12.7%
NLY vs BB
+104.0%
-91.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | -5.2% | -12.5% | +7.3% | -5.1% |
| 3M | +2.8% | -17.4% | +20.3% | +2.8% |
| 6M | +4.2% | +119.1% | -114.9% | +0.7% |
| YTD | +4.7% | +102.4% | -97.7% | +1.1% |
| 1Y | +12.7% | +98.2% | -85.4% | +10.2% |
| All | +12.7% | +104.0% | -91.2% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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