+77.9%
NLY vs EAT
+374.9%
-297.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -4.0% | -7.7% | +3.7% | -2.7% |
| 30D | -5.2% | -13.6% | +8.3% | -3.0% |
| 3M | +2.8% | +33.9% | -31.0% | -2.7% |
| 6M | +4.2% | +47.2% | -43.0% | -3.7% |
| YTD | +4.7% | +48.1% | -43.4% | -3.7% |
| 1Y | +12.7% | +33.7% | -20.9% | +5.1% |
| 3Y | +62.5% | +595.8% | -533.2% | +7.7% |
| 5Y | +26.3% | +314.4% | -288.0% | -11.8% |
| All | +77.9% | +374.9% | -297.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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