+77.9%
NLY vs ET
+177.0%
-99.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -5.2% | +2.9% | -8.1% | -6.0% |
| 3M | +2.8% | +16.8% | -14.0% | -1.3% |
| 6M | +4.2% | +18.9% | -14.7% | -0.7% |
| YTD | +4.7% | +37.7% | -33.0% | -4.1% |
| 1Y | +12.7% | +32.4% | -19.7% | +4.3% |
| 3Y | +62.5% | +99.5% | -36.9% | +34.4% |
| 5Y | +26.3% | +244.0% | -217.6% | -8.8% |
| All | +77.9% | +177.0% | -99.1% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling