+1,106.7%
XLY vs NLY
+1,668.6%
-561.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -1.7% | -4.0% | +2.3% | -0.4% |
| 30D | -4.2% | -5.2% | +1.1% | -2.6% |
| 3M | -2.7% | +2.8% | -5.5% | -3.6% |
| 6M | -0.6% | +4.2% | -4.8% | -1.9% |
| YTD | -5.0% | +4.7% | -9.7% | -6.5% |
| 1Y | -4.1% | +12.7% | -16.8% | -7.8% |
| 3Y | +33.6% | +62.5% | -29.0% | +14.4% |
| 5Y | +28.7% | +26.3% | +2.4% | +17.6% |
| 10Y | +219.6% | +81.0% | +138.7% | +154.5% |
| All | +1,106.7% | +1,668.6% | -561.9% | +553.4% |
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 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