+43.4%
EQX vs NLY
+20.9%
+22.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -1.4% | -1.0% | -0.4% | -0.5% |
| 30D | +24.4% | +0.6% | +23.8% | +23.9% |
| 3M | +11.6% | +10.8% | +0.8% | +3.1% |
| 6M | -25.0% | +6.2% | -31.2% | -29.9% |
| YTD | -8.4% | +9.0% | -17.4% | -13.5% |
| 1Y | +43.4% | +19.3% | +24.1% | +37.1% |
| All | +43.4% | +20.9% | +22.5% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling