+62.4%
EWY vs NLY
+2.3%
+60.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -4.4% |
| 7D | -8.3% | +3.5% | -11.8% | -10.4% |
| 30D | -20.5% | +3.6% | -24.2% | -22.7% |
| 3M | -11.1% | -13.6% | +2.5% | +1.2% |
| 6M | -7.0% | -9.1% | +2.1% | +1.1% |
| YTD | +56.5% | -6.1% | +62.5% | +67.0% |
| 1Y | +62.4% | +0.7% | +61.7% | +74.8% |
| All | +62.4% | +2.3% | +60.1% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling