-7.3%
NLY vs BURL
-15.0%
+7.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.0% | +1.0% |
| 7D | -5.9% | -1.6% | -4.3% | -5.6% |
| 30D | -2.8% | -7.7% | +4.9% | -1.8% |
| 3M | -21.6% | -31.7% | +10.0% | -17.8% |
| 6M | -14.5% | -15.2% | +0.6% | -13.2% |
| YTD | -12.4% | -15.9% | +3.5% | -9.8% |
| 1Y | -7.3% | -14.2% | +6.9% | -4.7% |
| All | -7.3% | -15.0% | +7.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling