+423.4%
NLY vs ET
+1,438.5%
-1,015.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -5.2% | +2.9% | -8.1% | -5.8% |
| 3M | +2.8% | +16.8% | -14.0% | -0.2% |
| 6M | +4.2% | +18.9% | -14.7% | +0.7% |
| YTD | +4.7% | +37.7% | -33.0% | -1.7% |
| 1Y | +12.7% | +32.4% | -19.7% | +6.6% |
| 3Y | +62.5% | +99.5% | -36.9% | +42.1% |
| 5Y | +26.3% | +244.0% | -217.6% | 0.0% |
| 10Y | +81.0% | +172.1% | -91.1% | +39.8% |
| All | +423.4% | +1,438.5% | -1,015.1% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling