+437.2%
EWZ vs NLY
+1,269.4%
-832.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +0.9% | -4.0% | +4.9% | +2.6% |
| 30D | +12.8% | -5.2% | +18.0% | +15.3% |
| 3M | +10.8% | +2.8% | +7.9% | +9.2% |
| 6M | +2.5% | +4.2% | -1.7% | +0.6% |
| YTD | +21.4% | +4.7% | +16.7% | +18.7% |
| 1Y | +32.8% | +12.7% | +20.0% | +25.7% |
| 3Y | +45.2% | +62.5% | -17.4% | +16.5% |
| 5Y | +63.0% | +26.3% | +36.7% | +41.3% |
| 10Y | +93.2% | +81.0% | +12.2% | +40.4% |
| All | +437.2% | +1,269.4% | -832.2% | +163.6% |
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