+1,443.1%
EXC vs NLY
+1,239.1%
+204.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.3% | -0.4% | +0.8% | +0.4% |
| 30D | -0.9% | -1.3% | +0.4% | -0.5% |
| 3M | -2.7% | +7.6% | -10.3% | -4.5% |
| 6M | -9.4% | +8.9% | -18.3% | -11.5% |
| YTD | +3.0% | +8.1% | -5.0% | +0.7% |
| 1Y | +5.1% | +15.8% | -10.6% | +0.9% |
| 3Y | +20.6% | +70.2% | -49.6% | +4.0% |
| 5Y | +45.7% | +30.0% | +15.8% | +32.2% |
| 10Y | +160.8% | +86.8% | +74.0% | +111.4% |
| All | +1,443.1% | +1,239.1% | +204.0% | +982.5% |
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 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