+51.7%
NLY vs EQH
+234.7%
-183.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -5.2% | +2.8% | -8.1% | -6.5% |
| 3M | +2.8% | +23.1% | -20.3% | -6.1% |
| 6M | +4.2% | +41.4% | -37.2% | -10.8% |
| YTD | +4.7% | +14.3% | -9.6% | -2.7% |
| 1Y | +12.7% | +1.6% | +11.1% | +9.5% |
| 3Y | +62.5% | +102.7% | -40.2% | +11.6% |
| 5Y | +26.3% | +104.5% | -78.2% | -15.9% |
| All | +51.7% | +234.7% | -183.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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