+142.5%
ETSY vs NLY
+114.8%
+27.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.9% | -4.0% | -0.9% | -3.1% |
| 30D | -8.6% | -5.2% | -3.4% | -6.4% |
| 3M | +4.8% | +2.8% | +1.9% | +3.5% |
| 6M | +38.1% | +4.2% | +33.9% | +35.3% |
| YTD | +31.2% | +4.7% | +26.6% | +28.2% |
| 1Y | +22.1% | +12.7% | +9.4% | +15.4% |
| 3Y | +12.2% | +62.5% | -50.3% | -10.1% |
| 5Y | -66.5% | +26.3% | -92.8% | -70.5% |
| 10Y | +433.4% | +81.0% | +352.5% | +280.4% |
| All | +142.5% | +114.8% | +27.8% | +45.6% |
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