+2,500.0%
ELV vs NLY
+616.2%
+1,883.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.2% | -4.0% | +7.2% | +4.1% |
| 30D | +5.4% | -5.2% | +10.6% | +6.6% |
| 3M | +5.4% | +2.8% | +2.5% | +4.5% |
| 6M | +45.7% | +4.2% | +41.5% | +43.8% |
| YTD | +21.2% | +4.7% | +16.5% | +19.3% |
| 1Y | +35.6% | +12.7% | +22.9% | +31.1% |
| 3Y | -2.0% | +62.5% | -64.6% | -14.0% |
| 5Y | +26.0% | +26.3% | -0.3% | +15.4% |
| 10Y | +278.7% | +81.0% | +197.8% | +209.3% |
| All | +2,500.0% | +616.2% | +1,883.8% | +1,616.1% |
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