+18.0%
EIX vs NLY
+81.8%
-63.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -1.4% | -4.0% | +2.6% | +0.3% |
| 30D | -19.3% | -5.2% | -14.1% | -17.5% |
| 3M | -21.7% | +2.8% | -24.5% | -22.6% |
| 6M | -19.8% | +4.2% | -24.0% | -21.4% |
| YTD | -3.0% | +4.7% | -7.7% | -5.2% |
| 1Y | +5.1% | +12.7% | -7.6% | -0.4% |
| 3Y | -7.0% | +62.5% | -69.5% | -24.7% |
| 5Y | +22.0% | +26.3% | -4.3% | +7.2% |
| All | +18.0% | +81.8% | -63.9% | -12.9% |
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