+77.9%
NLY vs BTG
+159.3%
-81.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -4.0% | -3.8% | -0.2% | -3.6% |
| 30D | -5.2% | +3.6% | -8.9% | -5.7% |
| 3M | +2.8% | +32.0% | -29.2% | -0.9% |
| 6M | +4.2% | +3.4% | +0.8% | +2.8% |
| YTD | +4.7% | +20.8% | -16.1% | +0.8% |
| 1Y | +12.7% | +22.4% | -9.7% | +7.7% |
| 3Y | +62.5% | +91.7% | -29.2% | +43.7% |
| 5Y | +26.3% | +79.0% | -52.7% | +11.3% |
| All | +77.9% | +159.3% | -81.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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