-65.8%
ETSY vs NLY
+25.6%
-91.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -4.9% | -4.0% | -0.9% | -2.3% |
| 30D | -8.6% | -5.2% | -3.4% | -5.3% |
| 3M | +4.8% | +2.8% | +1.9% | +2.8% |
| 6M | +38.1% | +4.2% | +33.9% | +33.7% |
| YTD | +31.2% | +4.7% | +26.6% | +26.4% |
| 1Y | +22.1% | +12.7% | +9.4% | +11.8% |
| 3Y | +12.2% | +62.5% | -50.3% | -20.9% |
| All | -65.8% | +25.6% | -91.4% | -65.9% |
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