-0.7%
NLY vs NTRS
+37.5%
-38.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +2.9% | +2.1% | +0.7% | +2.4% |
| 30D | +4.6% | +2.7% | +1.9% | +3.9% |
| 3M | -14.1% | -5.7% | -8.3% | -13.2% |
| 6M | -10.7% | +6.8% | -17.5% | -12.2% |
| YTD | -7.0% | +28.4% | -35.3% | -12.7% |
| 1Y | -0.7% | +37.5% | -38.2% | -8.2% |
| All | -0.7% | +37.5% | -38.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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