+92.9%
FAST vs NLY
+64.9%
+28.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.3% |
| 7D | -0.4% | -3.6% | +3.2% | +0.6% |
| 30D | -6.4% | -4.9% | -1.5% | -5.0% |
| 3M | +7.1% | +6.2% | +0.9% | +5.1% |
| 6M | +7.0% | +4.5% | +2.5% | +5.4% |
| YTD | +24.1% | +5.1% | +19.0% | +22.1% |
| 1Y | +4.4% | +13.5% | -9.1% | +0.5% |
| All | +92.9% | +64.9% | +28.0% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling