+1,097.3%
XLI vs NLY
+1,668.6%
-571.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -1.7% | -4.0% | +2.3% | -0.5% |
| 30D | -7.3% | -5.2% | -2.0% | -5.8% |
| 3M | -1.3% | +2.8% | -4.2% | -2.2% |
| 6M | +2.2% | +4.2% | -2.0% | +0.9% |
| YTD | +11.7% | +4.7% | +7.0% | +10.0% |
| 1Y | +14.3% | +12.7% | +1.5% | +9.9% |
| 3Y | +70.3% | +62.5% | +7.8% | +46.4% |
| 5Y | +82.3% | +26.3% | +56.0% | +65.8% |
| 10Y | +258.4% | +81.0% | +177.5% | +187.6% |
| All | +1,097.3% | +1,668.6% | -571.3% | +548.0% |
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