+77.9%
NLY vs CAPR
-78.4%
+156.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -4.0% | -11.0% | +7.0% | -3.8% |
| 30D | -5.2% | +99.8% | -105.0% | -6.4% |
| 3M | +2.8% | -66.6% | +69.4% | +3.4% |
| 6M | +4.2% | -75.1% | +79.3% | +5.1% |
| YTD | +4.7% | -71.0% | +75.7% | +5.3% |
| 1Y | +12.7% | +30.0% | -17.2% | +7.4% |
| 3Y | +62.5% | +29.0% | +33.6% | +50.5% |
| 5Y | +26.3% | +70.8% | -44.5% | +14.9% |
| All | +77.9% | -78.4% | +156.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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