+266.7%
NLY vs BLDR
+361.3%
-94.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.1% |
| 7D | -3.6% | -8.1% | +4.5% | -2.5% |
| 30D | -4.9% | -21.5% | +16.6% | -1.6% |
| 3M | +6.2% | -21.0% | +27.2% | +9.4% |
| 6M | +4.5% | -37.1% | +41.5% | +10.9% |
| YTD | +5.1% | -42.7% | +47.8% | +12.7% |
| 1Y | +13.5% | -58.0% | +71.5% | +27.0% |
| 3Y | +65.6% | -57.8% | +123.4% | +81.6% |
| 5Y | +26.9% | +10.3% | +16.6% | +19.8% |
| 10Y | +81.8% | +367.3% | -285.5% | +36.2% |
| All | +266.7% | +361.3% | -94.6% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling