+1,248.1%
NLY vs TECH
+3,854.7%
-2,606.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | -4.9% | 0.0% | -4.9% | -4.9% |
| 3M | +6.2% | +37.4% | -31.3% | +1.5% |
| 6M | +4.5% | +36.9% | -32.4% | -0.7% |
| YTD | +5.1% | +23.1% | -17.9% | +1.2% |
| 1Y | +13.5% | +42.2% | -28.7% | +6.8% |
| 3Y | +65.6% | +1.9% | +63.6% | +60.8% |
| 5Y | +26.9% | -42.9% | +69.8% | +30.6% |
| 10Y | +81.8% | +188.2% | -106.4% | +56.1% |
| All | +1,248.1% | +3,854.7% | -2,606.6% | +776.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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