+77.9%
NLY vs BBWI
-55.0%
+132.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.6% |
| 7D | -4.0% | -4.8% | +0.8% | -3.3% |
| 30D | -5.2% | +3.5% | -8.7% | -6.1% |
| 3M | +2.8% | -0.3% | +3.1% | +2.2% |
| 6M | +4.2% | -5.4% | +9.6% | +3.8% |
| YTD | +4.7% | -4.7% | +9.4% | +3.6% |
| 1Y | +12.7% | -30.5% | +43.2% | +16.7% |
| 3Y | +62.5% | -44.3% | +106.9% | +69.2% |
| 5Y | +26.3% | -66.9% | +93.2% | +39.2% |
| All | +77.9% | -55.0% | +132.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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