+1,242.0%
NLY vs GEN
+2,906.4%
-1,664.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | -5.2% | +6.1% | -11.4% | -6.0% |
| 3M | +2.8% | +27.0% | -24.1% | -0.2% |
| 6M | +4.2% | +43.9% | -39.7% | -0.8% |
| YTD | +4.7% | +13.0% | -8.3% | +2.5% |
| 1Y | +12.7% | +4.0% | +8.7% | +11.4% |
| 3Y | +62.5% | +66.2% | -3.6% | +51.2% |
| 5Y | +26.3% | +23.2% | +3.2% | +20.7% |
| 10Y | +81.0% | +157.5% | -76.5% | +55.5% |
| All | +1,242.0% | +2,906.4% | -1,664.4% | +782.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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