+1,489.3%
NRG vs NLY
+346.5%
+1,142.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.7% | -4.0% | -0.7% | -3.2% |
| 30D | -6.0% | -5.2% | -0.7% | -4.1% |
| 3M | -8.0% | +2.8% | -10.8% | -9.0% |
| 6M | -23.2% | +4.2% | -27.4% | -24.3% |
| YTD | -28.1% | +4.7% | -32.7% | -29.3% |
| 1Y | -27.3% | +12.7% | -40.0% | -30.6% |
| 3Y | +208.7% | +62.5% | +146.1% | +156.9% |
| 5Y | +197.7% | +26.3% | +171.3% | +166.2% |
| 10Y | +1,103.3% | +81.0% | +1,022.4% | +814.9% |
| All | +1,489.3% | +346.5% | +1,142.9% | +813.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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