+4,816.3%
FAST vs NLY
+1,245.6%
+3,570.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -4.7% | -1.4% | -3.4% | -4.4% |
| 3M | +7.9% | +12.0% | -4.1% | +4.4% |
| 6M | +7.4% | +8.3% | -0.9% | +4.9% |
| YTD | +25.1% | +8.6% | +16.5% | +22.0% |
| 1Y | +4.7% | +16.9% | -12.2% | -0.1% |
| 3Y | +94.7% | +71.0% | +23.7% | +65.2% |
| 5Y | +106.8% | +31.1% | +75.7% | +86.1% |
| 10Y | +507.7% | +81.0% | +426.7% | +377.3% |
| All | +4,816.3% | +1,245.6% | +3,570.7% | +2,388.4% |
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 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