+430.0%
NLY vs XHB
+161.2%
+268.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.3% |
| 7D | -4.0% | -4.6% | +0.6% | -1.7% |
| 30D | -5.2% | -9.1% | +3.9% | -0.7% |
| 3M | +2.8% | -8.6% | +11.4% | +7.0% |
| 6M | +4.2% | -4.0% | +8.2% | +5.5% |
| YTD | +4.7% | -3.9% | +8.6% | +5.5% |
| 1Y | +12.7% | -16.5% | +29.2% | +21.6% |
| 3Y | +62.5% | +22.6% | +40.0% | +41.8% |
| 5Y | +26.3% | +33.9% | -7.6% | +3.8% |
| 10Y | +81.0% | +213.0% | -132.0% | -3.9% |
| All | +430.0% | +161.2% | +268.8% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling