+77.9%
NLY vs EME
+1,362.1%
-1,284.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.6% |
| 7D | -4.0% | +3.5% | -7.5% | -4.9% |
| 30D | -5.2% | -6.3% | +1.1% | -3.8% |
| 3M | +2.8% | -3.8% | +6.6% | +2.8% |
| 6M | +4.2% | +8.5% | -4.3% | +0.3% |
| YTD | +4.7% | +27.8% | -23.1% | -4.4% |
| 1Y | +12.7% | +22.2% | -9.5% | +2.7% |
| 3Y | +62.5% | +253.5% | -190.9% | -1.7% |
| 5Y | +26.3% | +578.6% | -552.3% | -40.8% |
| All | +77.9% | +1,362.1% | -1,284.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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