+25.1%
NLY vs XME
+162.6%
-137.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -4.0% | -4.2% | +0.2% | -2.7% |
| 30D | -5.2% | -2.7% | -2.5% | -4.6% |
| 3M | +2.8% | -3.9% | +6.8% | +3.7% |
| 6M | +4.2% | -1.0% | +5.2% | +3.3% |
| YTD | +4.7% | +9.8% | -5.1% | -0.5% |
| 1Y | +12.7% | +32.5% | -19.8% | -0.7% |
| 3Y | +62.5% | +124.3% | -61.8% | +14.6% |
| All | +25.1% | +162.6% | -137.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling