+1,420.0%
NLY vs BB
+251.4%
+1,168.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.5% |
| 7D | -3.6% | -2.1% | -1.6% | -3.5% |
| 30D | -4.9% | -16.0% | +11.1% | -3.9% |
| 3M | +6.2% | -14.5% | +20.7% | +6.8% |
| 6M | +4.5% | +118.6% | -114.1% | -2.0% |
| YTD | +5.1% | +98.9% | -93.8% | -0.8% |
| 1Y | +13.5% | +99.5% | -86.0% | +6.8% |
| 3Y | +65.6% | +65.4% | +0.2% | +54.6% |
| 5Y | +26.9% | -27.6% | +54.5% | +23.0% |
| 10Y | +81.8% | -0.4% | +82.2% | +62.2% |
| All | +1,420.0% | +251.4% | +1,168.6% | +1,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling