+62.5%
NLY vs BURL
+251.7%
-189.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | +2.7% | +5.9% | -3.2% | +1.4% |
| 30D | +2.3% | -8.3% | +10.6% | +4.1% |
| 3M | -15.2% | -31.6% | +16.5% | -8.2% |
| 6M | -11.2% | -16.6% | +5.5% | -8.4% |
| YTD | -7.1% | -12.1% | +5.0% | -5.6% |
| 1Y | -1.3% | -10.0% | +8.7% | -0.7% |
| 3Y | +65.3% | +94.3% | -29.0% | +34.3% |
| 5Y | +8.6% | -13.2% | +21.8% | +2.0% |
| All | +62.5% | +251.7% | -189.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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