+599.1%
XYZ vs NLY
+81.8%
+517.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | -4.3% | -4.0% | -0.3% | -1.7% |
| 30D | +1.2% | -5.2% | +6.4% | +5.0% |
| 3M | +14.6% | +2.8% | +11.8% | +12.6% |
| 6M | +22.6% | +4.2% | +18.4% | +19.4% |
| YTD | +21.7% | +4.7% | +17.0% | +17.8% |
| 1Y | +6.7% | +12.7% | -6.0% | -2.0% |
| 3Y | +46.8% | +62.5% | -15.7% | +6.9% |
| 5Y | -68.0% | +26.3% | -94.4% | -72.8% |
| All | +599.1% | +81.8% | +517.3% | +410.8% |
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