+513.6%
EWT vs NLY
+81.8%
+431.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -1.1% | -4.0% | +2.9% | +0.1% |
| 30D | +4.5% | -5.2% | +9.7% | +6.1% |
| 3M | +8.3% | +2.8% | +5.4% | +7.2% |
| 6M | +54.2% | +4.2% | +50.0% | +52.3% |
| YTD | +74.6% | +4.7% | +69.9% | +72.1% |
| 1Y | +84.9% | +12.7% | +72.2% | +78.2% |
| 3Y | +197.5% | +62.5% | +135.0% | +157.5% |
| 5Y | +150.6% | +26.3% | +124.3% | +128.1% |
| All | +513.6% | +81.8% | +431.8% | +422.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling