+60.8%
FDX vs NLY
+64.2%
-3.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -3.3% | -4.0% | +0.7% | -1.3% |
| 30D | -4.5% | -5.2% | +0.7% | -2.0% |
| 3M | -7.3% | +2.8% | -10.2% | -8.8% |
| 6M | +7.5% | +4.2% | +3.3% | +5.1% |
| YTD | +35.1% | +4.7% | +30.4% | +31.4% |
| 1Y | +71.4% | +12.7% | +58.7% | +60.5% |
| 3Y | +60.8% | +62.5% | -1.7% | +19.8% |
| All | +60.8% | +64.2% | -3.4% | +19.8% |
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