+648.3%
FICO vs NLY
+81.8%
+566.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.8% |
| 7D | +5.7% | -4.0% | +9.7% | +7.6% |
| 30D | -5.6% | -5.2% | -0.4% | -3.3% |
| 3M | -16.9% | +2.8% | -19.7% | -17.9% |
| 6M | -15.4% | +4.2% | -19.6% | -17.3% |
| YTD | -41.7% | +4.7% | -46.4% | -43.3% |
| 1Y | -38.3% | +12.7% | -51.0% | -42.0% |
| 3Y | +8.9% | +62.5% | -53.7% | -13.9% |
| 5Y | +118.3% | +26.3% | +92.0% | +87.3% |
| All | +648.3% | +81.8% | +566.4% | +488.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling