+1,440.5%
FANG vs NLY
+81.8%
+1,358.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.9% | -4.0% | +6.9% | +4.8% |
| 30D | +2.6% | -5.2% | +7.9% | +5.2% |
| 3M | +7.6% | +2.8% | +4.7% | +5.6% |
| 6M | +17.3% | +4.2% | +13.1% | +13.2% |
| YTD | +38.7% | +4.7% | +34.0% | +33.3% |
| 1Y | +51.6% | +12.7% | +38.9% | +40.1% |
| 3Y | +50.0% | +62.5% | -12.6% | +13.3% |
| 5Y | +237.6% | +26.3% | +211.2% | +186.9% |
| 10Y | +180.7% | +81.0% | +99.7% | +116.8% |
| All | +1,440.5% | +81.8% | +1,358.7% | +1,081.7% |
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