+62.5%
NLY vs BLDR
-57.1%
+119.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.0% |
| 7D | -4.0% | -8.2% | +4.2% | -2.2% |
| 30D | -5.2% | -16.6% | +11.4% | -1.5% |
| 3M | +2.8% | -23.2% | +26.0% | +8.1% |
| 6M | +4.2% | -33.7% | +37.9% | +12.7% |
| YTD | +4.7% | -41.3% | +46.0% | +15.4% |
| 1Y | +12.7% | -58.8% | +71.6% | +34.8% |
| 3Y | +62.5% | -57.5% | +120.0% | +69.7% |
| All | +62.5% | -57.1% | +119.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling