+48.3%
XLE vs NLY
+20.9%
+27.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.2% | -1.0% | +3.2% | +2.0% |
| 30D | +11.8% | +0.6% | +11.2% | +12.0% |
| 3M | +9.8% | +10.8% | -1.0% | +11.8% |
| 6M | +15.6% | +6.2% | +9.4% | +18.2% |
| YTD | +45.3% | +9.0% | +36.2% | +46.9% |
| 1Y | +48.3% | +19.3% | +29.0% | +46.6% |
| All | +48.3% | +20.9% | +27.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling