+911.1%
XEL vs NLY
+1,197.0%
-285.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -4.0% | +3.7% | +0.5% |
| 30D | -3.9% | -5.2% | +1.3% | -2.9% |
| 3M | -2.8% | +2.8% | -5.6% | -3.4% |
| 6M | -5.4% | +4.2% | -9.6% | -6.3% |
| YTD | +3.8% | +4.7% | -0.9% | +2.6% |
| 1Y | +6.8% | +12.7% | -5.9% | +4.1% |
| 3Y | +45.6% | +62.5% | -17.0% | +31.2% |
| 5Y | +30.7% | +26.3% | +4.4% | +21.9% |
| 10Y | +151.7% | +81.0% | +70.7% | +113.5% |
| All | +911.1% | +1,197.0% | -285.9% | +689.9% |
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