+77.9%
NLY vs XPO
+1,516.3%
-1,438.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.0% | -5.7% | +1.7% | -2.7% |
| 30D | -5.2% | -12.8% | +7.6% | -2.2% |
| 3M | +2.8% | -20.0% | +22.8% | +8.0% |
| 6M | +4.2% | -6.0% | +10.2% | +4.9% |
| YTD | +4.7% | +34.0% | -29.4% | -4.1% |
| 1Y | +12.7% | +35.6% | -22.8% | +2.3% |
| 3Y | +62.5% | +152.3% | -89.7% | +18.9% |
| 5Y | +26.3% | +264.4% | -238.0% | -20.5% |
| All | +77.9% | +1,516.3% | -1,438.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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