+19.3%
NLY vs EVRG
+17.4%
+1.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | +0.6% | -1.0% | +1.6% | +0.8% |
| 3M | +10.8% | +0.4% | +10.4% | +10.5% |
| 6M | +6.2% | -0.8% | +7.1% | +6.1% |
| YTD | +9.0% | +15.3% | -6.3% | +5.5% |
| 1Y | +19.3% | +17.9% | +1.4% | +16.5% |
| All | +19.3% | +17.4% | +1.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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