+216.4%
TER vs NLY
+25.6%
+190.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.9% |
| 7D | +6.4% | -4.0% | +10.3% | +9.2% |
| 30D | -5.7% | -5.2% | -0.4% | -2.5% |
| 3M | -0.4% | +2.8% | -3.2% | -2.7% |
| 6M | +25.8% | +4.2% | +21.6% | +22.6% |
| YTD | +96.4% | +4.7% | +91.7% | +91.1% |
| 1Y | +229.2% | +12.7% | +216.5% | +204.6% |
| 3Y | +288.1% | +62.5% | +225.6% | +188.1% |
| All | +216.4% | +25.6% | +190.8% | +188.6% |
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