+1,242.0%
NLY vs BBWI
+585.5%
+656.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.7% |
| 7D | -4.0% | -4.8% | +0.8% | -3.2% |
| 30D | -5.2% | +3.5% | -8.7% | -6.2% |
| 3M | +2.8% | -0.3% | +3.1% | +2.1% |
| 6M | +4.2% | -5.4% | +9.6% | +3.7% |
| YTD | +4.7% | -4.7% | +9.4% | +3.5% |
| 1Y | +12.7% | -30.5% | +43.2% | +16.9% |
| 3Y | +62.5% | -44.3% | +106.9% | +69.6% |
| 5Y | +26.3% | -66.9% | +93.2% | +40.6% |
| 10Y | +81.0% | -55.3% | +136.2% | +64.5% |
| All | +1,242.0% | +585.5% | +656.4% | +490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling