+192.5%
ECHO vs NLY
+81.8%
+110.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.7% | -4.0% | +7.7% | +5.5% |
| 30D | +0.7% | -5.2% | +5.9% | +3.0% |
| 3M | -27.3% | +2.8% | -30.1% | -28.3% |
| 6M | -17.0% | +4.2% | -21.2% | -18.6% |
| YTD | -14.3% | +4.7% | -19.0% | -16.2% |
| 1Y | +20.9% | +12.7% | +8.2% | +14.4% |
| 3Y | +423.0% | +62.5% | +360.4% | +327.0% |
| 5Y | +265.7% | +26.3% | +239.4% | +223.3% |
| All | +192.5% | +81.8% | +110.6% | +151.6% |
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