+155.2%
W vs NLY
+81.8%
+73.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -0.9% | -4.0% | +3.1% | +2.5% |
| 30D | -4.2% | -5.2% | +1.0% | +0.2% |
| 3M | +26.9% | +2.8% | +24.1% | +24.4% |
| 6M | +31.2% | +4.2% | +27.0% | +28.2% |
| YTD | -1.8% | +4.7% | -6.5% | -4.5% |
| 1Y | +9.3% | +12.7% | -3.4% | -0.1% |
| 3Y | +33.2% | +62.5% | -29.3% | -4.3% |
| 5Y | -62.4% | +26.3% | -88.7% | -67.8% |
| All | +155.2% | +81.8% | +73.4% | +125.2% |
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 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