-3.9%
FERG vs NLY
+0.3%
-4.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.9% |
| 7D | -2.0% | +2.1% | -4.1% | -3.2% |
| 30D | +5.5% | +2.3% | +3.2% | +4.1% |
| 3M | -7.3% | -13.7% | +6.3% | +1.2% |
| 6M | -6.1% | -9.6% | +3.5% | -1.3% |
| YTD | +7.5% | -6.5% | +13.9% | +7.6% |
| 1Y | -3.9% | -0.6% | -3.3% | -10.4% |
| All | -3.9% | +0.3% | -4.2% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling