+19.3%
NLY vs BNS
+52.2%
-32.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | +0.6% | +6.0% | -5.3% | -1.1% |
| 3M | +10.8% | +16.3% | -5.5% | +4.8% |
| 6M | +6.2% | +28.8% | -22.5% | -4.7% |
| YTD | +9.0% | +30.0% | -20.9% | -2.1% |
| 1Y | +19.3% | +50.7% | -31.4% | +5.6% |
| All | +19.3% | +52.2% | -32.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling