+528.7%
FAST vs NLY
+81.8%
+446.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | -4.0% | +3.4% | +0.5% |
| 30D | -5.6% | -5.2% | -0.3% | -4.2% |
| 3M | +6.9% | +2.8% | +4.1% | +6.0% |
| 6M | +7.0% | +4.2% | +2.8% | +5.7% |
| YTD | +24.9% | +4.7% | +20.3% | +23.2% |
| 1Y | +6.5% | +12.7% | -6.3% | +2.9% |
| 3Y | +94.1% | +62.5% | +31.6% | +69.6% |
| 5Y | +107.7% | +26.3% | +81.3% | +90.0% |
| All | +528.7% | +81.8% | +446.9% | +494.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling