+67.7%
FERG vs NLY
+25.6%
+42.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.6% | -4.0% | +1.4% | -0.7% |
| 30D | -8.9% | -5.2% | -3.7% | -6.6% |
| 3M | -2.0% | +2.8% | -4.9% | -3.5% |
| 6M | -3.2% | +4.2% | -7.4% | -5.3% |
| YTD | +1.5% | +4.7% | -3.2% | -1.0% |
| 1Y | +0.5% | +12.7% | -12.3% | -5.3% |
| 3Y | +50.4% | +62.5% | -12.1% | +20.0% |
| All | +67.7% | +25.6% | +42.1% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling