+215.2%
XLY vs NLY
+81.8%
+133.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -1.7% | -4.0% | +2.3% | -0.1% |
| 30D | -4.2% | -5.2% | +1.1% | -2.2% |
| 3M | -2.7% | +2.8% | -5.5% | -3.8% |
| 6M | -0.6% | +4.2% | -4.8% | -2.3% |
| YTD | -5.0% | +4.7% | -9.7% | -6.9% |
| 1Y | -4.1% | +12.7% | -16.8% | -8.8% |
| 3Y | +33.6% | +62.5% | -29.0% | +10.0% |
| 5Y | +28.7% | +26.3% | +2.4% | +14.3% |
| All | +215.2% | +81.8% | +133.4% | +169.6% |
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 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