-61.9%
FCEL vs NLY
+64.2%
-126.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | +6.3% | -4.0% | +10.3% | +11.0% |
| 30D | -26.7% | -5.2% | -21.4% | -22.6% |
| 3M | -10.2% | +2.8% | -13.0% | -13.1% |
| 6M | +123.5% | +4.2% | +119.3% | +111.5% |
| YTD | +117.4% | +4.7% | +112.7% | +106.2% |
| 1Y | +146.0% | +12.7% | +133.2% | +114.3% |
| 3Y | -61.9% | +62.5% | -124.4% | -82.5% |
| All | -61.9% | +64.2% | -126.1% | -82.5% |
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