+129.1%
EMB vs NLY
+228.7%
-99.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -1.1% | -3.6% | +2.5% | -0.8% |
| 30D | -1.1% | -4.9% | +3.9% | -0.6% |
| 3M | -0.8% | +6.2% | -7.0% | -1.3% |
| 6M | -0.1% | +4.5% | -4.5% | -0.5% |
| YTD | +0.4% | +5.1% | -4.7% | -0.1% |
| 1Y | +3.3% | +13.5% | -10.2% | +2.0% |
| 3Y | +29.0% | +65.6% | -36.5% | +22.9% |
| 5Y | +6.3% | +26.9% | -20.6% | +2.6% |
| 10Y | +29.7% | +81.8% | -52.1% | +21.2% |
| All | +129.1% | +228.7% | -99.6% | +119.2% |
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