+2.8%
NLY vs EXPD
+60.9%
-58.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.9% | +5.5% | -11.4% | -7.4% |
| 30D | -2.8% | -0.8% | -2.0% | -2.7% |
| 3M | -21.6% | +4.1% | -25.8% | -22.8% |
| 6M | -14.5% | +25.7% | -40.2% | -20.8% |
| YTD | -12.4% | +31.4% | -43.8% | -21.0% |
| 1Y | -7.3% | +42.2% | -49.4% | -18.9% |
| 3Y | +54.8% | +77.2% | -22.4% | +21.4% |
| All | +2.8% | +60.9% | -58.0% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling