+177.8%
XLE vs NLY
+81.8%
+96.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.7% | -4.0% | +5.7% | +3.5% |
| 30D | +6.7% | -5.2% | +12.0% | +9.3% |
| 3M | +14.9% | +2.8% | +12.0% | +13.0% |
| 6M | +15.9% | +4.2% | +11.7% | +12.4% |
| YTD | +47.7% | +4.7% | +43.0% | +42.5% |
| 1Y | +50.7% | +12.7% | +38.0% | +40.1% |
| 3Y | +57.9% | +62.5% | -4.7% | +21.0% |
| 5Y | +227.0% | +26.3% | +200.7% | +180.6% |
| All | +177.8% | +81.8% | +96.0% | +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