+162.1%
EQX vs NLY
+64.2%
+98.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -3.2% | -4.0% | +0.8% | -1.1% |
| 30D | +7.8% | -5.2% | +13.0% | +10.9% |
| 3M | +21.3% | +2.8% | +18.5% | +19.9% |
| 6M | -22.4% | +4.2% | -26.6% | -23.6% |
| YTD | -11.3% | +4.7% | -16.0% | -12.8% |
| 1Y | +13.5% | +12.7% | +0.8% | +8.4% |
| 3Y | +162.1% | +62.5% | +99.6% | +110.7% |
| All | +162.1% | +64.2% | +98.0% | +110.7% |
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