+149.7%
XBI vs NLY
+81.8%
+67.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.6% | -4.0% | -0.7% | -3.1% |
| 30D | -2.0% | -5.2% | +3.2% | +0.1% |
| 3M | +17.8% | +2.8% | +15.0% | +16.4% |
| 6M | +23.7% | +4.2% | +19.5% | +21.7% |
| YTD | +28.2% | +4.7% | +23.6% | +25.6% |
| 1Y | +64.0% | +12.7% | +51.2% | +55.9% |
| 3Y | +99.4% | +62.5% | +36.9% | +64.6% |
| 5Y | +19.3% | +26.3% | -7.0% | +5.5% |
| All | +149.7% | +81.8% | +67.9% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling