+1,381.0%
NET vs NLY
+41.4%
+1,339.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.9% |
| 7D | -16.4% | +3.5% | -19.9% | -17.4% |
| 30D | -25.8% | +3.6% | -29.5% | -26.9% |
| 3M | -11.5% | -13.6% | +2.1% | -7.1% |
| 6M | +18.9% | -9.1% | +28.0% | +22.3% |
| YTD | +35.2% | -6.1% | +41.3% | +37.0% |
| 1Y | +14.5% | +0.7% | +13.7% | +13.1% |
| 3Y | +313.8% | +65.5% | +248.3% | +245.3% |
| 5Y | +32.6% | +10.5% | +22.0% | +15.4% |
| All | +1,381.0% | +41.4% | +1,339.6% | +1,414.3% |
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 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