-99.9%
FCEL vs NLY
+1,197.0%
-1,296.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +6.3% | -4.0% | +10.3% | +8.9% |
| 30D | -26.7% | -5.2% | -21.4% | -24.4% |
| 3M | -10.2% | +2.8% | -13.0% | -11.6% |
| 6M | +123.5% | +4.2% | +119.3% | +118.1% |
| YTD | +117.4% | +4.7% | +112.7% | +112.5% |
| 1Y | +146.0% | +12.7% | +133.2% | +129.7% |
| 3Y | -61.9% | +62.5% | -124.4% | -70.8% |
| 5Y | -90.5% | +26.3% | -116.8% | -91.5% |
| 10Y | -99.1% | +81.0% | -180.1% | -99.4% |
| All | -99.9% | +1,197.0% | -1,296.9% | -99.9% |
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 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