+281.4%
FCEL vs NLY
+20.9%
+260.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -15.8% | -1.0% | -14.8% | -15.1% |
| 30D | -29.3% | +0.6% | -29.9% | -29.8% |
| 3M | -30.1% | +10.8% | -41.0% | -36.2% |
| 6M | +74.4% | +6.2% | +68.2% | +61.6% |
| YTD | +104.5% | +9.0% | +95.5% | +89.5% |
| 1Y | +281.4% | +19.3% | +262.1% | +246.3% |
| All | +281.4% | +20.9% | +260.5% | +246.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling