+1,297.7%
NLY vs EXPD
+4,191.8%
-2,894.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | +0.6% | +4.1% | -3.5% | -0.3% |
| 3M | +10.8% | +17.9% | -7.1% | +6.8% |
| 6M | +6.2% | +29.2% | -23.0% | +0.1% |
| YTD | +9.0% | +27.4% | -18.3% | +2.6% |
| 1Y | +19.3% | +56.8% | -37.5% | +7.1% |
| 3Y | +67.7% | +68.0% | -0.3% | +47.5% |
| 5Y | +29.7% | +61.9% | -32.1% | +13.9% |
| 10Y | +81.0% | +316.0% | -235.0% | +30.5% |
| All | +1,297.7% | +4,191.8% | -2,894.0% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling