+117.1%
NLY vs ESI
+209.6%
-92.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.0% | -4.6% | +0.6% | -3.0% |
| 30D | -5.2% | -10.5% | +5.3% | -3.1% |
| 3M | +2.8% | -19.8% | +22.6% | +6.9% |
| 6M | +4.2% | +5.8% | -1.6% | +1.5% |
| YTD | +4.7% | +38.3% | -33.6% | -4.1% |
| 1Y | +12.7% | +31.5% | -18.8% | +4.1% |
| 3Y | +62.5% | +80.7% | -18.1% | +38.8% |
| 5Y | +26.3% | +69.4% | -43.1% | +8.1% |
| 10Y | +81.0% | +303.8% | -222.8% | +32.5% |
| All | +117.1% | +209.6% | -92.5% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling