+77.9%
NLY vs NYT
+489.9%
-412.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -5.2% | +4.6% | -9.8% | -6.3% |
| 3M | +2.8% | -9.6% | +12.4% | +4.8% |
| 6M | +4.2% | -14.0% | +18.2% | +7.2% |
| YTD | +4.7% | -2.8% | +7.5% | +4.3% |
| 1Y | +12.7% | +15.6% | -2.8% | +7.5% |
| 3Y | +62.5% | +56.3% | +6.2% | +41.8% |
| 5Y | +26.3% | +39.5% | -13.2% | +9.9% |
| All | +77.9% | +489.9% | -412.0% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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