+70.1%
ED vs NLY
+25.6%
+44.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.8% | -4.0% | +3.2% | 0.0% |
| 30D | -0.4% | -5.2% | +4.8% | +0.6% |
| 3M | +0.5% | +2.8% | -2.4% | -0.2% |
| 6M | -3.1% | +4.2% | -7.3% | -4.2% |
| YTD | +9.8% | +4.7% | +5.2% | +8.4% |
| 1Y | +12.6% | +12.7% | -0.2% | +9.3% |
| 3Y | +31.4% | +62.5% | -31.1% | +16.9% |
| All | +70.1% | +25.6% | +44.5% | +60.1% |
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