+2,973.0%
ECL vs NLY
+1,202.9%
+1,770.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | -2.6% | -3.6% | +1.0% | -1.6% |
| 30D | -4.6% | -4.9% | +0.3% | -3.2% |
| 3M | +6.0% | +6.2% | -0.2% | +4.2% |
| 6M | -3.0% | +4.5% | -7.4% | -4.2% |
| YTD | +4.0% | +5.1% | -1.1% | +2.4% |
| 1Y | +2.0% | +13.5% | -11.5% | -1.7% |
| 3Y | +53.9% | +65.6% | -11.7% | +32.2% |
| 5Y | +27.1% | +26.9% | +0.2% | +16.2% |
| 10Y | +155.0% | +81.8% | +73.2% | +106.1% |
| All | +2,973.0% | +1,202.9% | +1,770.0% | +1,628.8% |
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