+388.2%
EFA vs NLY
+613.3%
-225.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.5% | -4.0% | +2.5% | -0.3% |
| 30D | -1.7% | -5.2% | +3.6% | -0.1% |
| 3M | +3.5% | +2.8% | +0.7% | +2.5% |
| 6M | +9.5% | +4.2% | +5.3% | +8.0% |
| YTD | +12.9% | +4.7% | +8.2% | +11.1% |
| 1Y | +18.2% | +12.7% | +5.5% | +13.7% |
| 3Y | +64.8% | +62.5% | +2.3% | +40.9% |
| 5Y | +53.9% | +26.3% | +27.6% | +39.4% |
| 10Y | +144.8% | +81.0% | +63.8% | +91.0% |
| All | +388.2% | +613.3% | -225.1% | +151.9% |
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