+169.7%
EXE vs NLY
+31.7%
+138.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -3.1% | -4.0% | +0.8% | -1.8% |
| 30D | -0.9% | -5.2% | +4.3% | +0.9% |
| 3M | +9.6% | +2.8% | +6.7% | +8.2% |
| 6M | -11.6% | +4.2% | -15.8% | -13.5% |
| YTD | -12.6% | +4.7% | -17.2% | -14.9% |
| 1Y | +1.2% | +12.7% | -11.6% | -4.5% |
| 3Y | +18.0% | +62.5% | -44.5% | -5.4% |
| 5Y | +101.1% | +26.3% | +74.8% | +95.3% |
| All | +169.7% | +31.7% | +138.1% | +154.3% |
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