+77.9%
NLY vs UUUU
+465.5%
-387.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | 0.0% |
| 7D | -4.0% | -10.5% | +6.5% | -3.1% |
| 30D | -5.2% | -10.5% | +5.3% | -4.5% |
| 3M | +2.8% | -14.1% | +17.0% | +3.7% |
| 6M | +4.2% | -35.5% | +39.7% | +6.9% |
| YTD | +4.7% | -10.9% | +15.6% | +3.4% |
| 1Y | +12.7% | +3.4% | +9.4% | +8.2% |
| 3Y | +62.5% | +73.1% | -10.6% | +43.3% |
| 5Y | +26.3% | +87.1% | -60.8% | +6.9% |
| All | +77.9% | +465.5% | -387.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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