+215.9%
ELF vs NLY
+25.6%
+190.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -11.6% | -4.0% | -7.6% | -9.7% |
| 30D | +4.6% | -5.2% | +9.9% | +7.7% |
| 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% | +24.5% |
| 1Y | -29.8% | +12.7% | -42.6% | -34.0% |
| 3Y | -28.5% | +62.5% | -91.0% | -43.0% |
| All | +215.9% | +25.6% | +190.3% | +202.9% |
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 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