+6.2%
FICO vs NLY
+64.9%
-58.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.1% |
| 7D | -14.1% | -3.6% | -10.5% | -12.8% |
| 30D | -7.5% | -4.9% | -2.5% | -5.4% |
| 3M | -21.3% | +6.2% | -27.5% | -23.1% |
| 6M | -25.2% | +4.5% | -29.7% | -26.8% |
| YTD | -43.2% | +5.1% | -48.3% | -44.7% |
| 1Y | -37.2% | +13.5% | -50.7% | -41.2% |
| All | +6.2% | +64.9% | -58.8% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling