+48.6%
ENTG vs NLY
+64.2%
-15.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.6% |
| 7D | +1.2% | -4.0% | +5.2% | +5.1% |
| 30D | -12.9% | -5.2% | -7.6% | -8.5% |
| 3M | -3.1% | +2.8% | -5.9% | -6.5% |
| 6M | +21.0% | +4.2% | +16.8% | +15.6% |
| YTD | +67.0% | +4.7% | +62.3% | +59.2% |
| 1Y | +68.6% | +12.7% | +55.9% | +49.0% |
| 3Y | +48.6% | +62.5% | -13.9% | -1.4% |
| All | +48.6% | +64.2% | -15.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling