+77.9%
NLY vs XHB
+215.4%
-137.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.4% |
| 7D | -4.0% | -4.6% | +0.6% | -1.4% |
| 30D | -5.2% | -9.1% | +3.9% | 0.0% |
| 3M | +2.8% | -8.6% | +11.4% | +7.6% |
| 6M | +4.2% | -4.0% | +8.2% | +5.5% |
| YTD | +4.7% | -3.9% | +8.6% | +5.4% |
| 1Y | +12.7% | -16.5% | +29.2% | +22.9% |
| 3Y | +62.5% | +22.6% | +40.0% | +35.8% |
| 5Y | +26.3% | +33.9% | -7.6% | -2.6% |
| All | +77.9% | +215.4% | -137.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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