+77.9%
NLY vs BNS
+188.9%
-111.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.9% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -5.2% | +3.5% | -8.7% | -7.6% |
| 3M | +2.8% | +14.1% | -11.2% | -5.9% |
| 6M | +4.2% | +33.8% | -29.6% | -13.8% |
| YTD | +4.7% | +29.5% | -24.8% | -11.9% |
| 1Y | +12.7% | +48.4% | -35.7% | -13.2% |
| 3Y | +62.5% | +129.6% | -67.0% | -6.4% |
| 5Y | +26.3% | +96.1% | -69.8% | -20.8% |
| All | +77.9% | +188.9% | -111.0% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling