-67.9%
XYZ vs NLY
+25.6%
-93.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | -4.3% | -4.0% | -0.3% | -0.5% |
| 30D | +1.2% | -5.2% | +6.4% | +6.6% |
| 3M | +14.6% | +2.8% | +11.8% | +11.7% |
| 6M | +22.6% | +4.2% | +18.4% | +17.7% |
| YTD | +21.7% | +4.7% | +17.0% | +15.7% |
| 1Y | +6.7% | +12.7% | -6.0% | -6.2% |
| 3Y | +46.8% | +62.5% | -15.7% | -10.3% |
| All | -67.9% | +25.6% | -93.5% | -68.1% |
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