+103.6%
NLY vs XLRE
+109.5%
-6.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -4.0% | -1.2% | -2.8% | -3.1% |
| 30D | -5.2% | -2.4% | -2.8% | -3.4% |
| 3M | +2.8% | -2.5% | +5.3% | +4.6% |
| 6M | +4.2% | +4.0% | +0.2% | +0.8% |
| YTD | +4.7% | +9.3% | -4.6% | -2.8% |
| 1Y | +12.7% | +5.6% | +7.2% | +7.6% |
| 3Y | +62.5% | +31.3% | +31.3% | +30.3% |
| 5Y | +26.3% | +9.5% | +16.8% | +15.1% |
| 10Y | +81.0% | +89.0% | -8.0% | +14.4% |
| All | +103.6% | +109.5% | -6.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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