-30.4%
ELAN vs NLY
+25.6%
-56.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.7% |
| 7D | -5.4% | -4.0% | -1.4% | -2.7% |
| 30D | +4.7% | -5.2% | +9.9% | +8.7% |
| 3M | -3.7% | +2.8% | -6.5% | -5.7% |
| 6M | -1.2% | +4.2% | -5.4% | -3.8% |
| YTD | +2.4% | +4.7% | -2.3% | -1.0% |
| 1Y | +23.4% | +12.7% | +10.6% | +13.2% |
| 3Y | +96.7% | +62.5% | +34.1% | +42.5% |
| All | -30.4% | +25.6% | -56.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling