+77.9%
NLY vs BG
+166.7%
-88.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -4.0% | +3.1% | -7.1% | -4.9% |
| 30D | -5.2% | +10.2% | -15.5% | -8.0% |
| 3M | +2.8% | -1.7% | +4.5% | +2.7% |
| 6M | +4.2% | +1.0% | +3.2% | +2.8% |
| YTD | +4.7% | +39.9% | -35.2% | -6.7% |
| 1Y | +12.7% | +53.2% | -40.5% | -2.8% |
| 3Y | +62.5% | +16.3% | +46.3% | +50.1% |
| 5Y | +26.3% | +83.9% | -57.5% | -3.9% |
| All | +77.9% | +166.7% | -88.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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