+0.7%
NLY vs ET
+24.7%
-24.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +3.0% |
| 7D | +3.5% | -6.0% | +9.5% | +2.0% |
| 30D | +3.6% | -6.1% | +9.7% | +2.3% |
| 3M | -13.6% | -2.7% | -10.9% | -14.0% |
| 6M | -9.1% | +0.2% | -9.3% | -8.8% |
| YTD | -6.1% | +24.3% | -30.4% | -3.8% |
| 1Y | +0.7% | +26.4% | -25.7% | +3.5% |
| All | +0.7% | +24.7% | -24.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling