-35.6%
ELAN vs NLY
+45.5%
-81.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | -5.4% | -4.0% | -1.4% | -3.3% |
| 30D | +4.7% | -5.2% | +9.9% | +7.9% |
| 3M | -3.7% | +2.8% | -6.5% | -5.2% |
| 6M | -1.2% | +4.2% | -5.4% | -3.2% |
| YTD | +2.4% | +4.7% | -2.3% | -0.2% |
| 1Y | +23.4% | +12.7% | +10.6% | +15.3% |
| 3Y | +96.7% | +62.5% | +34.1% | +52.3% |
| 5Y | -30.6% | +26.3% | -56.9% | -40.3% |
| All | -35.6% | +45.5% | -81.1% | -47.6% |
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 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