+1,736.0%
NXPI vs NLY
+134.9%
+1,601.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.8% |
| 7D | +0.7% | -3.6% | +4.3% | +2.5% |
| 30D | -4.2% | -4.9% | +0.7% | -1.8% |
| 3M | -20.4% | +6.2% | -26.6% | -23.0% |
| 6M | +12.5% | +4.5% | +8.0% | +9.4% |
| YTD | +5.2% | +5.1% | +0.1% | +2.0% |
| 1Y | +5.1% | +13.5% | -8.4% | -2.2% |
| 3Y | +17.7% | +65.6% | -47.9% | -8.9% |
| 5Y | +16.8% | +26.9% | -10.1% | +1.3% |
| 10Y | +215.8% | +81.8% | +134.0% | +129.0% |
| All | +1,736.0% | +134.9% | +1,601.1% | +1,100.9% |
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