+24.3%
NLY vs BIYA
-99.8%
+124.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.6% |
| 30D | -4.9% | -15.9% | +11.0% | -4.8% |
| 3M | +6.2% | -81.2% | +87.4% | +6.9% |
| 6M | +4.5% | -88.2% | +92.7% | +5.0% |
| YTD | +5.1% | -94.1% | +99.3% | +6.8% |
| 1Y | +13.5% | -98.7% | +112.2% | +19.6% |
| All | +24.3% | -99.8% | +124.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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