+1,311.2%
FERG vs NLY
+149.0%
+1,162.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.6% | -4.0% | +1.4% | -1.8% |
| 30D | -8.9% | -5.2% | -3.7% | -8.0% |
| 3M | -2.0% | +2.8% | -4.9% | -2.6% |
| 6M | -3.2% | +4.2% | -7.4% | -3.9% |
| YTD | +1.5% | +4.7% | -3.2% | +0.6% |
| 1Y | +0.5% | +12.7% | -12.3% | -1.7% |
| 3Y | +50.4% | +62.5% | -12.1% | +38.8% |
| 5Y | +68.7% | +26.3% | +42.4% | +57.2% |
| 10Y | +351.3% | +81.0% | +270.4% | +304.0% |
| All | +1,311.2% | +149.0% | +1,162.2% | +1,142.7% |
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