+1,248.1%
NLY vs EAT
+3,978.8%
-2,730.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -3.6% | -6.2% | +2.6% | -2.5% |
| 30D | -4.9% | -3.0% | -1.9% | -4.6% |
| 3M | +6.2% | +45.6% | -39.4% | -1.4% |
| 6M | +4.5% | +53.5% | -49.1% | -4.6% |
| YTD | +5.1% | +49.6% | -44.4% | -3.9% |
| 1Y | +13.5% | +38.9% | -25.4% | +4.5% |
| 3Y | +65.6% | +589.7% | -524.1% | +8.5% |
| 5Y | +26.9% | +318.7% | -291.8% | -12.2% |
| 10Y | +81.8% | +380.1% | -298.3% | +7.0% |
| All | +1,248.1% | +3,978.8% | -2,730.7% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling