+303.5%
EWY vs NLY
+81.8%
+221.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.1% | -4.0% | +3.9% | +1.5% |
| 30D | +7.3% | -5.2% | +12.5% | +9.6% |
| 3M | -5.1% | +2.8% | -8.0% | -6.2% |
| 6M | +42.1% | +4.2% | +37.9% | +40.2% |
| YTD | +94.1% | +4.7% | +89.4% | +91.3% |
| 1Y | +147.8% | +12.7% | +135.1% | +137.2% |
| 3Y | +222.9% | +62.5% | +160.4% | +168.3% |
| 5Y | +150.6% | +26.3% | +124.3% | +124.0% |
| All | +303.5% | +81.8% | +221.7% | +222.2% |
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