+214.9%
NLY vs BUD
+192.2%
+22.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -1.3% | -6.1% | +4.8% | +0.6% |
| 3M | +7.6% | -3.8% | +11.4% | +8.7% |
| 6M | +8.9% | +8.2% | +0.7% | +5.8% |
| YTD | +8.1% | +23.6% | -15.5% | +0.5% |
| 1Y | +15.8% | +33.4% | -17.7% | +5.0% |
| 3Y | +70.2% | +45.3% | +24.9% | +48.4% |
| 5Y | +30.0% | +44.3% | -14.3% | +12.0% |
| 10Y | +86.8% | -22.8% | +109.6% | +71.8% |
| All | +214.9% | +192.2% | +22.7% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling