+568.1%
FE vs NLY
+1,421.0%
-852.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | -1.2% | -1.3% | +0.1% | -0.9% |
| 3M | +1.7% | +7.6% | -6.0% | -0.1% |
| 6M | -7.5% | +8.9% | -16.4% | -9.4% |
| YTD | +6.3% | +8.1% | -1.7% | +4.2% |
| 1Y | +10.9% | +15.8% | -4.9% | +6.9% |
| 3Y | +46.9% | +70.2% | -23.2% | +29.1% |
| 5Y | +47.6% | +30.0% | +17.6% | +35.6% |
| 10Y | +114.5% | +86.8% | +27.6% | +77.6% |
| All | +568.1% | +1,421.0% | -852.9% | +350.8% |
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 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