+1,046.7%
XLE vs NLY
+1,726.0%
-679.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +0.3% | -0.4% | +0.8% | +0.5% |
| 30D | +8.5% | -1.3% | +9.8% | +9.0% |
| 3M | +14.6% | +7.6% | +7.0% | +11.5% |
| 6M | +17.6% | +8.9% | +8.7% | +13.2% |
| YTD | +48.1% | +8.1% | +40.0% | +42.8% |
| 1Y | +53.8% | +15.8% | +38.0% | +44.7% |
| 3Y | +56.2% | +70.2% | -14.0% | +27.4% |
| 5Y | +227.7% | +30.0% | +197.8% | +187.9% |
| 10Y | +181.3% | +86.8% | +94.5% | +116.6% |
| All | +1,046.7% | +1,726.0% | -679.3% | +582.2% |
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