+222.9%
EWY vs NLY
+64.2%
+158.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | -0.1% | -4.0% | +3.9% | +2.2% |
| 30D | +7.3% | -5.2% | +12.5% | +10.4% |
| 3M | -5.1% | +2.8% | -8.0% | -6.7% |
| 6M | +42.1% | +4.2% | +37.9% | +39.2% |
| YTD | +94.1% | +4.7% | +89.4% | +90.0% |
| 1Y | +147.8% | +12.7% | +135.1% | +134.3% |
| 3Y | +222.9% | +62.5% | +160.4% | +160.1% |
| All | +222.9% | +64.2% | +158.7% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling