+77.9%
NLY vs POET
+30.3%
+47.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | -4.0% | +0.4% | -4.4% | -4.0% |
| 30D | -5.2% | -10.4% | +5.1% | -4.9% |
| 3M | +2.8% | -29.3% | +32.2% | +3.7% |
| 6M | +4.2% | +6.9% | -2.7% | +0.6% |
| YTD | +4.7% | +25.6% | -20.9% | 0.0% |
| 1Y | +12.7% | +49.2% | -36.4% | +6.0% |
| 3Y | +62.5% | +128.4% | -65.9% | +42.6% |
| 5Y | +26.3% | -4.2% | +30.5% | +13.2% |
| All | +77.9% | +30.3% | +47.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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