+309.2%
NLY vs EFV
+255.9%
+53.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.2% |
| 7D | -4.0% | -0.8% | -3.2% | -3.5% |
| 30D | -5.2% | +0.6% | -5.9% | -5.6% |
| 3M | +2.8% | +7.5% | -4.7% | -1.9% |
| 6M | +4.2% | +13.0% | -8.8% | -3.7% |
| YTD | +4.7% | +18.3% | -13.6% | -6.2% |
| 1Y | +12.7% | +26.7% | -14.0% | -3.4% |
| 3Y | +62.5% | +89.6% | -27.0% | +7.6% |
| 5Y | +26.3% | +98.2% | -71.9% | -18.5% |
| 10Y | +81.0% | +167.4% | -86.4% | -3.0% |
| All | +309.2% | +255.9% | +53.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling