+3,188.2%
NEE vs NLY
+1,197.0%
+1,991.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.3% | -4.0% | +2.6% | -0.5% |
| 30D | -3.3% | -5.2% | +1.9% | -2.2% |
| 3M | -2.3% | +2.8% | -5.1% | -2.9% |
| 6M | -8.9% | +4.2% | -13.1% | -9.8% |
| YTD | +4.8% | +4.7% | +0.1% | +3.5% |
| 1Y | +18.7% | +12.7% | +6.0% | +15.3% |
| 3Y | +33.2% | +62.5% | -29.3% | +19.1% |
| 5Y | +10.9% | +26.3% | -15.5% | +3.1% |
| 10Y | +251.8% | +81.0% | +170.8% | +196.8% |
| All | +3,188.2% | +1,197.0% | +1,991.2% | +2,372.7% |
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