+62.5%
NLY vs BUD
+44.9%
+17.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.0% | -2.6% | -1.4% | -3.2% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | +2.8% | -4.9% | +7.7% | +4.1% |
| 6M | +4.2% | +9.3% | -5.1% | +0.8% |
| YTD | +4.7% | +24.0% | -19.3% | -2.9% |
| 1Y | +12.7% | +34.5% | -21.8% | +1.8% |
| 3Y | +62.5% | +43.7% | +18.9% | +36.0% |
| All | +62.5% | +44.9% | +17.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling