+507.5%
XYZ vs NLY
+122.4%
+385.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.4% |
| 30D | +0.5% | -1.3% | +1.8% | +1.5% |
| 3M | +16.3% | +7.6% | +8.6% | +11.0% |
| 6M | +21.1% | +8.9% | +12.3% | +14.8% |
| YTD | +22.0% | +8.1% | +13.9% | +15.8% |
| 1Y | +5.2% | +15.8% | -10.6% | -4.8% |
| 3Y | +49.6% | +70.2% | -20.6% | +6.7% |
| 5Y | -68.4% | +30.0% | -98.4% | -73.5% |
| 10Y | +604.5% | +86.8% | +517.7% | +402.5% |
| All | +507.5% | +122.4% | +385.1% | +319.7% |
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