+61.1%
ENB vs NLY
+25.6%
+35.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.7% | -4.0% | -0.7% | -3.5% |
| 30D | -5.9% | -5.2% | -0.6% | -4.4% |
| 3M | -14.2% | +2.8% | -17.1% | -15.1% |
| 6M | -8.6% | +4.2% | -12.8% | -10.1% |
| YTD | +3.9% | +4.7% | -0.8% | +1.9% |
| 1Y | +1.8% | +12.7% | -10.9% | -2.6% |
| 3Y | +68.5% | +62.5% | +5.9% | +40.7% |
| All | +61.1% | +25.6% | +35.5% | +54.5% |
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