+62.5%
NLY vs ESI
+74.1%
-11.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.0% | -4.6% | +0.6% | -2.9% |
| 30D | -5.2% | -10.5% | +5.3% | -2.8% |
| 3M | +2.8% | -19.8% | +22.6% | +7.5% |
| 6M | +4.2% | +5.8% | -1.6% | -0.4% |
| YTD | +4.7% | +38.3% | -33.6% | -8.7% |
| 1Y | +12.7% | +31.5% | -18.8% | -0.6% |
| 3Y | +62.5% | +80.7% | -18.1% | +16.0% |
| All | +62.5% | +74.1% | -11.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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