+160.0%
EXPE vs NLY
+81.8%
+78.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -5.8% | -4.0% | -1.8% | -3.5% |
| 30D | -13.6% | -5.2% | -8.4% | -10.8% |
| 3M | +25.2% | +2.8% | +22.4% | +23.2% |
| 6M | +22.3% | +4.2% | +18.1% | +19.3% |
| YTD | -0.3% | +4.7% | -5.0% | -3.4% |
| 1Y | +27.8% | +12.7% | +15.1% | +18.5% |
| 3Y | +162.4% | +62.5% | +99.9% | +95.4% |
| 5Y | +95.8% | +26.3% | +69.5% | +66.9% |
| All | +160.0% | +81.8% | +78.2% | +97.1% |
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