+64.3%
XLF vs NLY
+25.6%
+38.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -1.5% | -4.0% | +2.5% | +0.1% |
| 30D | -1.2% | -5.2% | +4.1% | +0.9% |
| 3M | +9.2% | +2.8% | +6.3% | +7.9% |
| 6M | +16.3% | +4.2% | +12.1% | +14.1% |
| YTD | +5.4% | +4.7% | +0.8% | +3.0% |
| 1Y | +7.6% | +12.7% | -5.1% | +2.0% |
| 3Y | +74.2% | +62.5% | +11.7% | +41.9% |
| All | +64.3% | +25.6% | +38.7% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling