+681.1%
P vs NLY
+81.8%
+599.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.3% | -4.0% | +2.7% | +0.4% |
| 30D | -11.9% | -5.2% | -6.6% | -9.9% |
| 3M | +41.6% | +2.8% | +38.8% | +39.5% |
| 6M | +58.1% | +4.2% | +53.9% | +54.6% |
| YTD | +46.5% | +4.7% | +41.8% | +42.7% |
| 1Y | +19.1% | +12.7% | +6.3% | +11.8% |
| 3Y | +150.6% | +62.5% | +88.0% | +100.1% |
| 5Y | +271.8% | +26.3% | +245.4% | +225.1% |
| All | +681.1% | +81.8% | +599.2% | +553.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling