+60.4%
NLY vs EOSE
-60.6%
+121.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -4.0% | +1.8% | -5.8% | -4.1% |
| 30D | -5.2% | -6.8% | +1.6% | -5.1% |
| 3M | +2.8% | -36.3% | +39.1% | +4.3% |
| 6M | +4.2% | -38.8% | +43.0% | +5.0% |
| YTD | +4.7% | -65.5% | +70.2% | +7.2% |
| 1Y | +12.7% | -45.3% | +58.0% | +11.9% |
| 3Y | +62.5% | +44.2% | +18.4% | +45.8% |
| 5Y | +26.3% | -69.5% | +95.8% | +10.4% |
| All | +60.4% | -60.6% | +121.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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