+77.9%
NLY vs EXPD
+332.1%
-254.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -4.0% | +2.0% | -6.0% | -4.6% |
| 30D | -5.2% | +4.4% | -9.6% | -6.6% |
| 3M | +2.8% | +15.7% | -12.9% | -2.3% |
| 6M | +4.2% | +37.5% | -33.3% | -6.9% |
| YTD | +4.7% | +29.9% | -25.3% | -5.5% |
| 1Y | +12.7% | +57.8% | -45.0% | -5.6% |
| 3Y | +62.5% | +71.6% | -9.1% | +29.9% |
| 5Y | +26.3% | +62.2% | -35.9% | +0.8% |
| All | +77.9% | +332.1% | -254.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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