+4,687.8%
ETN vs NLY
+1,197.0%
+3,490.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.1% |
| 7D | +3.5% | -4.0% | +7.5% | +4.9% |
| 30D | -7.5% | -5.2% | -2.3% | -6.0% |
| 3M | +8.3% | +2.8% | +5.5% | +7.2% |
| 6M | +20.2% | +4.2% | +16.0% | +18.4% |
| YTD | +34.7% | +4.7% | +30.0% | +32.5% |
| 1Y | +19.4% | +12.7% | +6.7% | +14.5% |
| 3Y | +85.5% | +62.5% | +23.0% | +57.8% |
| 5Y | +186.6% | +26.3% | +160.3% | +159.1% |
| 10Y | +724.7% | +81.0% | +643.7% | +552.0% |
| All | +4,687.8% | +1,197.0% | +3,490.8% | +2,941.6% |
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