-12.5%
EFX vs NLY
+64.2%
-76.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -4.5% | -4.0% | -0.6% | -1.8% |
| 30D | -6.1% | -5.2% | -0.8% | -2.4% |
| 3M | +6.2% | +2.8% | +3.4% | +4.3% |
| 6M | -11.2% | +4.2% | -15.4% | -14.0% |
| YTD | -21.4% | +4.7% | -26.1% | -24.6% |
| 1Y | -34.3% | +12.7% | -47.1% | -40.7% |
| 3Y | -12.5% | +62.5% | -75.1% | -41.6% |
| All | -12.5% | +64.2% | -76.7% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling