-0.5%
UNH vs NLY
+25.6%
-26.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.5% | -4.0% | -0.6% | -4.1% |
| 30D | -6.5% | -5.2% | -1.3% | -6.0% |
| 3M | -6.0% | +2.8% | -8.8% | -6.3% |
| 6M | +33.7% | +4.2% | +29.5% | +32.9% |
| YTD | +16.4% | +4.7% | +11.7% | +15.5% |
| 1Y | +10.1% | +12.7% | -2.7% | +8.3% |
| 3Y | -16.3% | +62.5% | -78.9% | -21.3% |
| All | -0.5% | +25.6% | -26.1% | 0.0% |
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 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