+12.7%
NLY vs BEN
+45.3%
-32.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -4.0% | -3.1% | -0.9% | -3.3% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | +2.8% | +6.8% | -4.0% | +0.9% |
| 6M | +4.2% | +38.1% | -33.9% | -4.6% |
| YTD | +4.7% | +44.3% | -39.7% | -5.4% |
| 1Y | +12.7% | +42.6% | -29.8% | +1.2% |
| All | +12.7% | +45.3% | -32.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling