+1,209.7%
FDX vs NLY
+1,202.9%
+6.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.6% |
| 7D | -3.9% | -3.6% | -0.2% | -2.8% |
| 30D | -3.3% | -4.9% | +1.6% | -1.9% |
| 3M | -2.0% | +6.2% | -8.2% | -3.8% |
| 6M | +8.0% | +4.5% | +3.6% | +6.5% |
| YTD | +35.0% | +5.1% | +29.9% | +32.8% |
| 1Y | +73.7% | +13.5% | +60.2% | +67.0% |
| 3Y | +61.6% | +65.6% | -4.0% | +38.7% |
| 5Y | +65.4% | +26.9% | +38.5% | +51.1% |
| 10Y | +181.2% | +81.8% | +99.4% | +127.4% |
| All | +1,209.7% | +1,202.9% | +6.7% | +854.9% |
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