+19.3%
NLY vs NTR
+43.1%
-23.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -1.0% | +8.1% | -9.1% | -0.7% |
| 30D | +0.6% | +18.8% | -18.1% | +1.2% |
| 3M | +10.8% | +16.2% | -5.4% | +11.5% |
| 6M | +6.2% | +9.8% | -3.5% | +6.4% |
| YTD | +9.0% | +30.9% | -21.8% | +8.4% |
| 1Y | +19.3% | +41.8% | -22.4% | +19.0% |
| All | +19.3% | +43.1% | -23.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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