+908.7%
USB vs NLY
+1,250.9%
-342.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | +15.2% | +10.8% | +4.4% | +10.1% |
| 6M | +18.8% | +6.2% | +12.6% | +15.5% |
| YTD | +21.0% | +9.0% | +12.0% | +16.2% |
| 1Y | +34.0% | +19.3% | +14.7% | +23.7% |
| 3Y | +95.3% | +67.7% | +27.6% | +56.0% |
| 5Y | +40.4% | +29.7% | +10.6% | +22.3% |
| 10Y | +107.3% | +81.0% | +26.3% | +52.9% |
| All | +908.7% | +1,250.9% | -342.3% | +408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling