+71.0%
NLY vs BURL
+64.3%
+6.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.2% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | -1.4% | -30.8% | +29.4% | +4.5% |
| 3M | +12.0% | -18.7% | +30.7% | +15.5% |
| 6M | +8.3% | -16.4% | +24.8% | +11.0% |
| YTD | +8.6% | -11.6% | +20.2% | +10.1% |
| 1Y | +16.9% | -12.0% | +28.9% | +18.1% |
| 3Y | +71.0% | +63.6% | +7.4% | +47.9% |
| All | +71.0% | +64.3% | +6.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling