+25.1%
NLY vs BR
+8.0%
+17.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -4.0% | -3.0% | -1.0% | -2.8% |
| 30D | -5.2% | -0.3% | -4.9% | -5.3% |
| 3M | +2.8% | +17.3% | -14.5% | -4.5% |
| 6M | +4.2% | -6.7% | +10.9% | +6.8% |
| YTD | +4.7% | -23.4% | +28.1% | +17.4% |
| 1Y | +12.7% | -32.7% | +45.4% | +35.0% |
| 3Y | +62.5% | -5.9% | +68.5% | +60.4% |
| All | +25.1% | +8.0% | +17.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling