+6,210.5%
EW vs NLY
+1,348.0%
+4,862.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.3% |
| 7D | -3.4% | -3.6% | +0.3% | -2.6% |
| 30D | -7.4% | -4.9% | -2.4% | -6.3% |
| 3M | +0.9% | +6.2% | -5.3% | -0.5% |
| 6M | +1.2% | +4.5% | -3.3% | 0.0% |
| YTD | +1.8% | +5.1% | -3.4% | +0.4% |
| 1Y | +10.8% | +13.5% | -2.7% | +7.4% |
| 3Y | +17.1% | +65.6% | -48.4% | +4.0% |
| 5Y | -28.2% | +26.9% | -55.1% | -33.3% |
| 10Y | +127.1% | +81.8% | +45.4% | +91.3% |
| All | +6,210.5% | +1,348.0% | +4,862.5% | +4,560.6% |
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