+25.1%
NLY vs EFV
+95.9%
-70.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.4% |
| 7D | -4.0% | -0.8% | -3.2% | -3.3% |
| 30D | -5.2% | +0.6% | -5.9% | -5.8% |
| 3M | +2.8% | +7.5% | -4.7% | -3.5% |
| 6M | +4.2% | +13.0% | -8.8% | -6.5% |
| YTD | +4.7% | +18.3% | -13.6% | -10.1% |
| 1Y | +12.7% | +26.7% | -14.0% | -9.0% |
| 3Y | +62.5% | +89.6% | -27.0% | -10.1% |
| All | +25.1% | +95.9% | -70.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling