+787.2%
EXPE vs NLY
+281.8%
+505.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.8% |
| 7D | -8.7% | -3.6% | -5.0% | -7.1% |
| 30D | -13.6% | -4.9% | -8.7% | -11.7% |
| 3M | +26.6% | +6.2% | +20.4% | +23.3% |
| 6M | +19.9% | +4.5% | +15.5% | +17.6% |
| YTD | -1.7% | +5.1% | -6.9% | -4.1% |
| 1Y | +29.4% | +13.5% | +15.9% | +22.0% |
| 3Y | +155.7% | +65.6% | +90.1% | +103.5% |
| 5Y | +93.1% | +26.9% | +66.2% | +71.3% |
| 10Y | +162.1% | +81.8% | +80.3% | +96.6% |
| All | +787.2% | +281.8% | +505.4% | +387.0% |
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