+842.3%
EEM vs NLY
+351.9%
+490.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -1.3% | -4.0% | +2.7% | +0.3% |
| 30D | +2.1% | -5.2% | +7.3% | +4.2% |
| 3M | +1.0% | +2.8% | -1.8% | -0.2% |
| 6M | +15.9% | +4.2% | +11.7% | +14.0% |
| YTD | +24.6% | +4.7% | +20.0% | +22.2% |
| 1Y | +32.3% | +12.7% | +19.5% | +25.8% |
| 3Y | +85.9% | +62.5% | +23.4% | +51.5% |
| 5Y | +45.4% | +26.3% | +19.0% | +27.5% |
| 10Y | +130.1% | +81.0% | +49.1% | +62.7% |
| All | +842.3% | +351.9% | +490.4% | +311.9% |
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