+63.3%
NLY vs EXPD
+70.1%
-6.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -3.6% | +1.2% | -4.8% | -3.9% |
| 30D | -4.9% | +6.8% | -11.8% | -6.4% |
| 3M | +6.2% | +14.9% | -8.7% | +2.6% |
| 6M | +4.5% | +34.6% | -30.1% | -3.2% |
| YTD | +5.1% | +27.7% | -22.6% | -2.1% |
| 1Y | +13.5% | +57.7% | -44.1% | -2.0% |
| All | +63.3% | +70.1% | -6.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling