+706.7%
ETN vs NLY
+81.8%
+624.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.2% |
| 7D | +3.5% | -4.0% | +7.5% | +5.3% |
| 30D | -7.5% | -5.2% | -2.3% | -5.4% |
| 3M | +8.3% | +2.8% | +5.5% | +6.7% |
| 6M | +20.2% | +4.2% | +16.0% | +17.7% |
| YTD | +34.7% | +4.7% | +30.0% | +31.6% |
| 1Y | +19.4% | +12.7% | +6.7% | +12.7% |
| 3Y | +85.5% | +62.5% | +23.0% | +48.3% |
| 5Y | +186.6% | +26.3% | +160.3% | +150.9% |
| All | +706.7% | +81.8% | +624.8% | +547.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling