+106.4%
FAST vs NLY
+26.0%
+80.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.3% |
| 7D | -0.4% | -3.6% | +3.2% | +0.7% |
| 30D | -6.4% | -4.9% | -1.5% | -4.9% |
| 3M | +7.1% | +6.2% | +0.9% | +4.9% |
| 6M | +7.0% | +4.5% | +2.5% | +5.3% |
| YTD | +24.1% | +5.1% | +19.0% | +21.9% |
| 1Y | +4.4% | +13.5% | -9.1% | -0.1% |
| 3Y | +93.2% | +65.6% | +27.6% | +63.0% |
| 5Y | +106.4% | +26.9% | +79.5% | +91.2% |
| All | +106.4% | +26.0% | +80.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling