+228.4%
UNH vs NLY
+81.8%
+146.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.5% | -4.0% | -0.6% | -3.6% |
| 30D | -6.5% | -5.2% | -1.3% | -5.3% |
| 3M | -6.0% | +2.8% | -8.8% | -6.8% |
| 6M | +33.7% | +4.2% | +29.5% | +31.9% |
| YTD | +16.4% | +4.7% | +11.7% | +14.4% |
| 1Y | +10.1% | +12.7% | -2.7% | +6.1% |
| 3Y | -16.3% | +62.5% | -78.9% | -28.0% |
| 5Y | +2.1% | +26.3% | -24.2% | -6.4% |
| All | +228.4% | +81.8% | +146.5% | +176.8% |
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