+1,322.4%
NLY vs EXEL
+263.2%
+1,059.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | -3.6% | -2.9% | -0.8% | -3.4% |
| 30D | -4.9% | +11.9% | -16.8% | -5.9% |
| 3M | +6.2% | +9.2% | -3.0% | +5.2% |
| 6M | +4.5% | +39.1% | -34.6% | +1.1% |
| YTD | +5.1% | +31.0% | -25.9% | +2.2% |
| 1Y | +13.5% | +52.3% | -38.8% | +8.5% |
| 3Y | +65.6% | +159.7% | -94.2% | +49.0% |
| 5Y | +26.9% | +187.7% | -160.8% | +12.5% |
| 10Y | +81.8% | +379.4% | -297.6% | +46.1% |
| All | +1,322.4% | +263.2% | +1,059.2% | +733.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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