+77.9%
NLY vs EVRG
+113.9%
-36.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -5.2% | -1.2% | -4.0% | -4.7% |
| 3M | +2.8% | -0.6% | +3.4% | +2.9% |
| 6M | +4.2% | +2.4% | +1.8% | +2.6% |
| YTD | +4.7% | +15.5% | -10.8% | -3.0% |
| 1Y | +12.7% | +16.8% | -4.1% | +3.7% |
| 3Y | +62.5% | +75.0% | -12.5% | +21.3% |
| 5Y | +26.3% | +49.3% | -23.0% | +1.1% |
| All | +77.9% | +113.9% | -36.0% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling