-27.0%
ETHA vs NLY
+42.8%
-69.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.7% |
| 7D | +3.5% | -4.0% | +7.4% | +8.0% |
| 30D | +35.3% | -5.2% | +40.5% | +43.1% |
| 3M | +50.9% | +2.8% | +48.0% | +45.4% |
| 6M | +22.1% | +4.2% | +17.9% | +15.6% |
| YTD | -14.6% | +4.7% | -19.2% | -19.2% |
| 1Y | -42.8% | +12.7% | -55.5% | -51.1% |
| All | -27.0% | +42.8% | -69.8% | -55.7% |
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 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