+86.8%
NLY vs BURL
+188.6%
-101.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | +0.9% |
| 7D | -0.4% | -7.0% | +6.5% | +1.1% |
| 30D | -1.3% | -35.6% | +34.3% | +8.4% |
| 3M | +7.6% | -26.3% | +33.9% | +14.5% |
| 6M | +8.9% | -20.7% | +29.6% | +13.6% |
| YTD | +8.1% | -17.2% | +25.3% | +11.4% |
| 1Y | +15.8% | -15.0% | +30.8% | +17.9% |
| 3Y | +70.2% | +53.2% | +17.0% | +46.2% |
| 5Y | +30.0% | -18.7% | +48.7% | +23.9% |
| 10Y | +86.8% | +192.1% | -105.2% | +55.1% |
| All | +86.8% | +188.6% | -101.8% | +55.1% |
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