+25.1%
NLY vs XYL
-16.2%
+41.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | -5.2% | -11.9% | +6.7% | -0.4% |
| 3M | +2.8% | -1.5% | +4.4% | +3.1% |
| 6M | +4.2% | -11.9% | +16.1% | +9.0% |
| YTD | +4.7% | -20.6% | +25.2% | +13.7% |
| 1Y | +12.7% | -23.5% | +36.3% | +24.3% |
| 3Y | +62.5% | +14.9% | +47.7% | +45.9% |
| All | +25.1% | -16.2% | +41.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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