+1,248.1%
NLY vs BEN
+332.6%
+915.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.3% |
| 7D | -3.6% | +0.3% | -4.0% | -3.8% |
| 30D | -4.9% | +0.9% | -5.8% | -5.2% |
| 3M | +6.2% | +9.2% | -3.0% | +3.1% |
| 6M | +4.5% | +36.8% | -32.3% | -5.8% |
| YTD | +5.1% | +44.4% | -39.2% | -7.1% |
| 1Y | +13.5% | +45.8% | -32.3% | -0.3% |
| 3Y | +65.6% | +52.5% | +13.1% | +41.0% |
| 5Y | +26.9% | +37.7% | -10.8% | +10.0% |
| 10Y | +81.8% | +55.4% | +26.3% | +43.8% |
| All | +1,248.1% | +332.6% | +915.5% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling