+62.5%
NLY vs BB
+64.9%
-2.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | -5.2% | -12.5% | +7.3% | -4.4% |
| 3M | +2.8% | -17.4% | +20.3% | +3.7% |
| 6M | +4.2% | +119.1% | -114.9% | -4.4% |
| YTD | +4.7% | +102.4% | -97.7% | -3.3% |
| 1Y | +12.7% | +98.2% | -85.4% | +3.8% |
| 3Y | +62.5% | +46.9% | +15.6% | +39.2% |
| All | +62.5% | +64.9% | -2.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling