+0.2%
ECL vs NLY
+4.2%
-3.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | -1.1% | -4.0% | +2.9% | +1.2% |
| 30D | -0.8% | -5.2% | +4.4% | +2.3% |
| 3M | +5.0% | +2.8% | +2.2% | +3.2% |
| 6M | +0.2% | +4.2% | -4.0% | -2.3% |
| All | +0.2% | +4.2% | -3.9% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling