+1,449.6%
NET vs NLY
+64.1%
+1,385.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | -1.0% | -6.0% | -6.6% |
| 30D | -4.8% | +0.6% | -5.4% | -4.9% |
| 3M | +3.8% | +10.8% | -7.0% | +0.2% |
| 6M | +50.0% | +6.2% | +43.8% | +46.2% |
| YTD | +41.5% | +9.0% | +32.5% | +36.5% |
| 1Y | +32.8% | +19.3% | +13.5% | +24.0% |
| 3Y | +335.9% | +67.7% | +268.2% | +261.0% |
| 5Y | +113.8% | +29.7% | +84.1% | +77.3% |
| All | +1,449.6% | +64.1% | +1,385.5% | +1,408.7% |
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 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