+14,607.0%
EBAY vs NLY
+1,784.8%
+12,822.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | +4.2% | -4.0% | +8.2% | +5.4% |
| 30D | +5.6% | -5.2% | +10.9% | +7.3% |
| 3M | -1.4% | +2.8% | -4.2% | -2.3% |
| 6M | +18.2% | +4.2% | +14.0% | +16.5% |
| YTD | +24.8% | +4.7% | +20.2% | +22.7% |
| 1Y | +18.0% | +12.7% | +5.3% | +13.3% |
| 3Y | +160.3% | +62.5% | +97.7% | +122.7% |
| 5Y | +62.1% | +26.3% | +35.8% | +47.6% |
| 10Y | +283.1% | +81.0% | +202.2% | +200.5% |
| All | +14,607.0% | +1,784.8% | +12,822.1% | +8,165.1% |
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 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