+465.9%
EIX vs NLY
+1,202.9%
-737.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.5% |
| 7D | +0.8% | -3.6% | +4.4% | +1.8% |
| 30D | -18.8% | -4.9% | -13.9% | -17.7% |
| 3M | -19.7% | +6.2% | -25.9% | -21.0% |
| 6M | -18.2% | +4.5% | -22.7% | -19.3% |
| YTD | -1.7% | +5.1% | -6.9% | -3.2% |
| 1Y | +7.8% | +13.5% | -5.8% | +3.9% |
| 3Y | -5.6% | +65.6% | -71.2% | -18.1% |
| 5Y | +23.7% | +26.9% | -3.2% | +13.2% |
| 10Y | +21.4% | +81.8% | -60.4% | -0.6% |
| All | +465.9% | +1,202.9% | -737.1% | +280.6% |
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