+62.5%
NLY vs NTR
+36.8%
+25.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | -5.2% | +16.8% | -22.0% | -6.9% |
| 3M | +2.8% | +20.7% | -17.9% | +0.5% |
| 6M | +4.2% | +0.5% | +3.7% | +4.1% |
| YTD | +4.7% | +29.2% | -24.5% | -0.2% |
| 1Y | +12.7% | +39.6% | -26.8% | +5.6% |
| 3Y | +62.5% | +37.9% | +24.7% | +51.7% |
| All | +62.5% | +36.8% | +25.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling