+327.1%
NET vs NLY
+68.4%
+258.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | -1.0% | -6.0% | -6.4% |
| 30D | -4.8% | +0.6% | -5.4% | -5.0% |
| 3M | +3.8% | +10.8% | -7.0% | -1.9% |
| 6M | +50.0% | +6.2% | +43.8% | +43.9% |
| YTD | +41.5% | +9.0% | +32.5% | +33.2% |
| 1Y | +32.8% | +19.3% | +13.5% | +17.3% |
| All | +327.1% | +68.4% | +258.7% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling