+121.4%
ETR vs NLY
+25.6%
+95.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.8% | -4.0% | +2.2% | -0.7% |
| 30D | -1.8% | -5.2% | +3.5% | -0.3% |
| 3M | -3.6% | +2.8% | -6.4% | -4.4% |
| 6M | +2.6% | +4.2% | -1.6% | +1.2% |
| YTD | +16.0% | +4.7% | +11.4% | +14.3% |
| 1Y | +20.1% | +12.7% | +7.4% | +15.8% |
| 3Y | +143.6% | +62.5% | +81.0% | +110.7% |
| All | +121.4% | +25.6% | +95.8% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling