+791.0%
XLB vs NLY
+1,676.7%
-885.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | -3.5% | -3.6% | +0.1% | -2.4% |
| 30D | -4.7% | -4.9% | +0.3% | -3.2% |
| 3M | +2.7% | +6.2% | -3.5% | +0.8% |
| 6M | +2.6% | +4.5% | -1.9% | +1.1% |
| YTD | +12.8% | +5.1% | +7.7% | +10.9% |
| 1Y | +14.0% | +13.5% | +0.4% | +9.3% |
| 3Y | +31.5% | +65.6% | -34.1% | +11.6% |
| 5Y | +33.4% | +26.9% | +6.5% | +20.9% |
| 10Y | +161.3% | +81.8% | +79.5% | +106.5% |
| All | +791.0% | +1,676.7% | -885.7% | +353.9% |
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