+149.4%
EWT vs NLY
+25.6%
+123.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -1.1% | -4.0% | +2.9% | +0.4% |
| 30D | +4.5% | -5.2% | +9.7% | +6.6% |
| 3M | +8.3% | +2.8% | +5.4% | +6.9% |
| 6M | +54.2% | +4.2% | +50.0% | +51.7% |
| YTD | +74.6% | +4.7% | +69.9% | +71.3% |
| 1Y | +84.9% | +12.7% | +72.2% | +76.3% |
| 3Y | +197.5% | +62.5% | +135.0% | +148.1% |
| All | +149.4% | +25.6% | +123.9% | +132.1% |
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