+122.5%
F vs NLY
+1,245.6%
-1,123.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | +1.2% | -1.4% | +2.6% | +1.8% |
| 3M | -5.7% | +12.0% | -17.7% | -9.9% |
| 6M | +17.9% | +8.3% | +9.6% | +14.2% |
| YTD | +10.4% | +8.6% | +1.8% | +6.8% |
| 1Y | +25.3% | +16.9% | +8.4% | +17.5% |
| 3Y | +37.5% | +71.0% | -33.6% | +10.8% |
| 5Y | +46.5% | +31.1% | +15.5% | +30.3% |
| 10Y | +86.4% | +81.0% | +5.4% | +44.9% |
| All | +122.5% | +1,245.6% | -1,123.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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