+63.3%
NLY vs ES
+27.6%
+35.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -3.6% | -3.5% | -0.2% | -2.6% |
| 30D | -4.9% | -3.0% | -1.9% | -4.1% |
| 3M | +6.2% | -0.3% | +6.5% | +6.2% |
| 6M | +4.5% | -5.2% | +9.7% | +5.9% |
| YTD | +5.1% | +4.8% | +0.4% | +3.3% |
| 1Y | +13.5% | +12.7% | +0.8% | +7.7% |
| All | +63.3% | +27.6% | +35.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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