+371.4%
NLY vs XPO
+9,727.5%
-9,356.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.0% | -5.7% | +1.7% | -3.4% |
| 30D | -5.2% | -12.8% | +7.6% | -3.9% |
| 3M | +2.8% | -20.0% | +22.8% | +5.1% |
| 6M | +4.2% | -6.0% | +10.2% | +4.6% |
| YTD | +4.7% | +34.0% | -29.4% | +0.9% |
| 1Y | +12.7% | +35.6% | -22.8% | +8.3% |
| 3Y | +62.5% | +152.3% | -89.7% | +44.2% |
| 5Y | +26.3% | +264.4% | -238.0% | +6.2% |
| 10Y | +81.0% | +1,498.6% | -1,417.7% | +36.7% |
| All | +371.4% | +9,727.5% | -9,356.1% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling