+105.9%
USB vs NLY
+82.7%
+23.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.9% |
| 7D | -1.8% | -3.6% | +1.9% | +0.1% |
| 30D | -2.9% | -4.9% | +2.0% | -0.4% |
| 3M | +10.8% | +6.2% | +4.6% | +7.2% |
| 6M | +22.4% | +4.5% | +17.9% | +19.2% |
| YTD | +19.2% | +5.1% | +14.0% | +15.5% |
| 1Y | +31.9% | +13.5% | +18.4% | +22.6% |
| 3Y | +97.5% | +65.6% | +31.9% | +50.8% |
| 5Y | +40.0% | +26.9% | +13.1% | +20.1% |
| All | +105.9% | +82.7% | +23.2% | +71.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling