+1,242.0%
NLY vs EL
+1,029.0%
+213.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -4.0% | -6.5% | +2.5% | -2.6% |
| 30D | -5.2% | +11.1% | -16.4% | -7.7% |
| 3M | +2.8% | +10.7% | -7.9% | +0.1% |
| 6M | +4.2% | +6.9% | -2.7% | +1.4% |
| YTD | +4.7% | -6.3% | +11.0% | +3.9% |
| 1Y | +12.7% | +13.5% | -0.7% | +6.6% |
| 3Y | +62.5% | -33.1% | +95.6% | +65.3% |
| 5Y | +26.3% | -68.8% | +95.1% | +50.8% |
| 10Y | +81.0% | +26.1% | +54.9% | +57.2% |
| All | +1,242.0% | +1,029.0% | +213.0% | +584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling