+277.7%
ELF vs NLY
+81.8%
+195.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -6.8% | -0.4% | -6.3% | -6.5% |
| 30D | +5.1% | -1.3% | +6.4% | +5.9% |
| 3M | +79.8% | +7.6% | +72.1% | +72.8% |
| 6M | +29.7% | +8.9% | +20.8% | +24.0% |
| YTD | +31.6% | +8.1% | +23.6% | +26.3% |
| 1Y | -27.9% | +15.8% | -43.7% | -33.3% |
| 3Y | -26.4% | +70.2% | -96.6% | -44.2% |
| 5Y | +235.6% | +30.0% | +205.7% | +186.6% |
| All | +277.7% | +81.8% | +195.9% | +176.9% |
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 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