+84.9%
USB vs NLY
+60.1%
+24.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | 0.0% |
| 30D | +6.4% | +2.3% | +4.1% | +5.1% |
| 3M | -4.5% | -15.2% | +10.7% | +3.9% |
| 6M | +11.4% | -11.2% | +22.5% | +18.0% |
| YTD | +17.1% | -7.1% | +24.2% | +20.8% |
| 1Y | +32.6% | -1.3% | +33.9% | +32.5% |
| 3Y | +101.8% | +65.3% | +36.6% | +54.4% |
| 5Y | +25.1% | +8.6% | +16.6% | +16.2% |
| 10Y | +84.9% | +63.9% | +20.9% | +66.7% |
| All | +84.9% | +60.1% | +24.8% | +66.7% |
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