+130.3%
NLY vs BURL
+1,051.1%
-920.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | -1.0% | -2.8% | +1.8% | -0.5% |
| 30D | +0.6% | -28.2% | +28.8% | +6.8% |
| 3M | +10.8% | -17.6% | +28.4% | +14.5% |
| 6M | +6.2% | -11.8% | +18.0% | +8.0% |
| YTD | +9.0% | -8.1% | +17.2% | +9.9% |
| 1Y | +19.3% | -12.0% | +31.3% | +20.5% |
| 3Y | +67.7% | +63.3% | +4.4% | +46.7% |
| 5Y | +29.7% | -10.8% | +40.6% | +22.1% |
| 10Y | +81.0% | +215.9% | -134.9% | +48.6% |
| All | +130.3% | +1,051.1% | -920.8% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling