+4.5%
NLY vs BLDR
-37.4%
+41.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -1.9% |
| 7D | -3.6% | -8.1% | +4.5% | -2.0% |
| 30D | -4.9% | -21.5% | +16.6% | -0.3% |
| 3M | +6.2% | -21.0% | +27.2% | +10.5% |
| 6M | +4.5% | -37.1% | +41.5% | +16.3% |
| All | +4.5% | -37.4% | +41.9% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling