+92.2%
NLY vs BURL
+1,011.9%
-919.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | +0.2% | -4.4% | +4.6% | +1.0% |
| 3M | -17.8% | -28.6% | +10.8% | -12.8% |
| 6M | -12.3% | -12.3% | -0.1% | -10.9% |
| YTD | -9.0% | -11.3% | +2.2% | -7.9% |
| 1Y | -4.6% | -10.4% | +5.8% | -4.0% |
| 3Y | +61.8% | +96.1% | -34.2% | +36.5% |
| 5Y | +6.2% | -5.0% | +11.2% | -1.3% |
| 10Y | +59.1% | +251.8% | -192.7% | +30.5% |
| All | +92.2% | +1,011.9% | -919.7% | +66.9% |
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 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