+25.1%
NLY vs EL
-69.0%
+94.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -4.0% | -6.5% | +2.5% | -2.7% |
| 30D | -5.2% | +11.1% | -16.4% | -7.4% |
| 3M | +2.8% | +10.7% | -7.9% | +0.4% |
| 6M | +4.2% | +6.9% | -2.7% | +1.8% |
| YTD | +4.7% | -6.3% | +11.0% | +4.0% |
| 1Y | +12.7% | +13.5% | -0.7% | +6.9% |
| 3Y | +62.5% | -33.1% | +95.6% | +68.3% |
| All | +25.1% | -69.0% | +94.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling