+38.5%
ELV vs NLY
+0.3%
+38.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.4% | +2.1% | +0.3% | +2.2% |
| 30D | +8.0% | +2.3% | +5.6% | +7.7% |
| 3M | +10.9% | -13.7% | +24.6% | +10.1% |
| 6M | +18.0% | -9.6% | +27.7% | +16.6% |
| YTD | +25.0% | -6.5% | +31.5% | +19.3% |
| 1Y | +38.5% | -0.6% | +39.1% | +27.2% |
| All | +38.5% | +0.3% | +38.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling