+51.8%
NLY vs ESTC
+23.7%
+28.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -0.4% | -3.3% | +2.9% | -0.1% |
| 30D | -1.3% | +13.4% | -14.8% | -3.3% |
| 3M | +7.6% | +41.3% | -33.7% | +2.2% |
| 6M | +8.9% | +62.6% | -53.7% | +0.9% |
| YTD | +8.1% | +14.8% | -6.7% | +4.4% |
| 1Y | +15.8% | -5.1% | +20.8% | +14.3% |
| 3Y | +70.2% | +11.2% | +59.0% | +57.1% |
| 5Y | +30.0% | -47.0% | +76.9% | +25.3% |
| All | +51.8% | +23.7% | +28.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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