+143.4%
NTAP vs NLY
+25.6%
+117.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +7.4% | -4.0% | +11.4% | +9.1% |
| 30D | -1.4% | -5.2% | +3.9% | +0.7% |
| 3M | +24.6% | +2.8% | +21.7% | +23.0% |
| 6M | +105.9% | +4.2% | +101.7% | +101.6% |
| YTD | +88.5% | +4.7% | +83.9% | +84.2% |
| 1Y | +62.1% | +12.7% | +49.4% | +53.3% |
| 3Y | +169.1% | +62.5% | +106.5% | +118.2% |
| All | +143.4% | +25.6% | +117.8% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling