+3,596.2%
ENB vs NLY
+1,197.0%
+2,399.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.7% | -4.0% | -0.7% | -3.8% |
| 30D | -5.9% | -5.2% | -0.6% | -4.8% |
| 3M | -14.2% | +2.8% | -17.1% | -14.9% |
| 6M | -8.6% | +4.2% | -12.8% | -9.7% |
| YTD | +3.9% | +4.7% | -0.8% | +2.5% |
| 1Y | +1.8% | +12.7% | -10.9% | -1.3% |
| 3Y | +68.5% | +62.5% | +5.9% | +49.5% |
| 5Y | +62.4% | +26.3% | +36.1% | +50.4% |
| 10Y | +90.9% | +81.0% | +10.0% | +61.8% |
| All | +3,596.2% | +1,197.0% | +2,399.2% | +2,163.3% |
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