+77.9%
NLY vs BEN
+56.6%
+21.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -4.0% | -3.1% | -0.9% | -2.8% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | +2.8% | +6.8% | -4.0% | -0.2% |
| 6M | +4.2% | +38.1% | -33.9% | -9.2% |
| YTD | +4.7% | +44.3% | -39.7% | -10.8% |
| 1Y | +12.7% | +42.6% | -29.8% | -3.7% |
| 3Y | +62.5% | +52.3% | +10.2% | +31.8% |
| 5Y | +26.3% | +37.6% | -11.3% | +4.0% |
| All | +77.9% | +56.6% | +21.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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