+213.4%
EWJ vs NLY
+1,197.0%
-983.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +0.3% | -4.0% | +4.3% | +1.2% |
| 30D | +0.8% | -5.2% | +6.0% | +2.0% |
| 3M | +7.5% | +2.8% | +4.7% | +6.8% |
| 6M | +15.6% | +4.2% | +11.4% | +14.5% |
| YTD | +22.7% | +4.7% | +18.1% | +21.3% |
| 1Y | +26.4% | +12.7% | +13.7% | +22.9% |
| 3Y | +72.5% | +62.5% | +10.0% | +54.0% |
| 5Y | +52.4% | +26.3% | +26.1% | +41.8% |
| 10Y | +143.8% | +81.0% | +62.9% | +103.8% |
| All | +213.4% | +1,197.0% | -983.6% | +124.7% |
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