+9.4%
NOW vs NLY
+64.2%
-54.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.2% | -4.0% | -2.2% | -4.9% |
| 30D | +6.1% | -5.2% | +11.3% | +8.1% |
| 3M | +28.6% | +2.8% | +25.7% | +27.5% |
| 6M | +14.6% | +4.2% | +10.4% | +12.9% |
| YTD | -13.5% | +4.7% | -18.2% | -15.3% |
| 1Y | -29.4% | +12.7% | -42.1% | -33.1% |
| 3Y | +9.4% | +62.5% | -53.2% | -10.1% |
| All | +9.4% | +64.2% | -54.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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