+265.7%
ELF vs NLY
+76.1%
+189.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -11.6% | -4.0% | -7.6% | -9.6% |
| 30D | +4.6% | -5.2% | +9.9% | +7.8% |
| 3M | +59.7% | +2.8% | +56.9% | +57.4% |
| 6M | +21.2% | +4.2% | +17.0% | +18.6% |
| YTD | +27.4% | +4.7% | +22.8% | +24.4% |
| 1Y | -29.8% | +12.7% | -42.6% | -34.1% |
| 3Y | -28.5% | +62.5% | -91.0% | -44.4% |
| 5Y | +220.0% | +26.3% | +193.7% | +177.6% |
| All | +265.7% | +76.1% | +189.6% | +172.8% |
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 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