+32.6%
USB vs NLY
-2.2%
+34.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.4% | +2.7% | -1.3% | +0.3% |
| 30D | +6.4% | +2.3% | +4.1% | +5.3% |
| 3M | -4.5% | -15.2% | +10.7% | +2.0% |
| 6M | +11.4% | -11.2% | +22.5% | +16.4% |
| YTD | +17.1% | -7.1% | +24.2% | +18.7% |
| 1Y | +32.6% | -1.3% | +33.9% | +29.2% |
| All | +32.6% | -2.2% | +34.8% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling