+1,242.0%
NLY vs EME
+17,498.4%
-16,256.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 6M | +4.2% | +8.5% | -4.3% | +0.5% |
| YTD | +4.7% | +27.8% | -23.1% | -3.7% |
| 1Y | +12.7% | +22.2% | -9.5% | +3.7% |
| 3Y | +62.5% | +253.5% | -190.9% | +8.3% |
| 5Y | +26.3% | +578.6% | -552.3% | -30.3% |
| 10Y | +81.0% | +1,355.6% | -1,274.6% | -21.3% |
| All | +1,242.0% | +17,498.4% | -16,256.5% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling