+7,509.1%
NTAP vs NLY
+1,202.9%
+6,306.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | -1.0% | -3.6% | +2.7% | +0.2% |
| 30D | -7.5% | -4.9% | -2.6% | -6.1% |
| 3M | +14.6% | +6.2% | +8.4% | +12.4% |
| 6M | +91.0% | +4.5% | +86.5% | +87.8% |
| YTD | +73.7% | +5.1% | +68.5% | +70.4% |
| 1Y | +51.2% | +13.5% | +37.7% | +44.7% |
| 3Y | +146.1% | +65.6% | +80.5% | +108.1% |
| 5Y | +122.8% | +26.9% | +95.9% | +101.3% |
| 10Y | +585.5% | +81.8% | +503.7% | +436.9% |
| All | +7,509.1% | +1,202.9% | +6,306.2% | +3,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling