+104.9%
USB vs NLY
+87.7%
+17.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.1% | -0.4% | -0.6% | -0.8% |
| 30D | -3.2% | -1.3% | -1.9% | -2.6% |
| 3M | +11.8% | +7.6% | +4.2% | +7.5% |
| 6M | +21.4% | +8.9% | +12.5% | +15.7% |
| YTD | +18.6% | +8.1% | +10.5% | +13.3% |
| 1Y | +30.8% | +15.8% | +15.0% | +20.4% |
| 3Y | +96.5% | +70.2% | +26.3% | +48.0% |
| 5Y | +38.4% | +30.0% | +8.4% | +17.3% |
| All | +104.9% | +87.7% | +17.1% | +68.7% |
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