+1,242.0%
NLY vs BRO
+5,273.8%
-4,031.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | -7.3% | +3.3% | -1.7% |
| 30D | -5.2% | -6.9% | +1.6% | -3.2% |
| 3M | +2.8% | +10.7% | -7.8% | -1.0% |
| 6M | +4.2% | -2.7% | +6.9% | +4.0% |
| YTD | +4.7% | -16.3% | +21.0% | +9.3% |
| 1Y | +12.7% | -29.1% | +41.8% | +24.0% |
| 3Y | +62.5% | -7.8% | +70.4% | +61.7% |
| 5Y | +26.3% | +18.7% | +7.6% | +13.6% |
| 10Y | +81.0% | +291.9% | -210.9% | +13.9% |
| All | +1,242.0% | +5,273.8% | -4,031.8% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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