+1,235.8%
EWY vs NLY
+1,295.4%
-59.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.1% | -4.0% | +3.9% | +1.4% |
| 30D | +7.3% | -5.2% | +12.5% | +9.4% |
| 3M | -5.1% | +2.8% | -8.0% | -6.1% |
| 6M | +42.1% | +4.2% | +37.9% | +40.4% |
| YTD | +94.1% | +4.7% | +89.4% | +91.6% |
| 1Y | +147.8% | +12.7% | +135.1% | +138.0% |
| 3Y | +222.9% | +62.5% | +160.4% | +171.5% |
| 5Y | +150.6% | +26.3% | +124.3% | +125.6% |
| 10Y | +304.4% | +81.0% | +223.5% | +208.5% |
| All | +1,235.8% | +1,295.4% | -59.7% | +679.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling