+7,268.2%
FICO vs NLY
+1,245.6%
+6,022.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -15.4% | +0.4% | -15.9% | -15.6% |
| 30D | -10.4% | -1.4% | -9.0% | -9.9% |
| 3M | -22.7% | +12.0% | -34.7% | -25.5% |
| 6M | -36.8% | +8.3% | -45.1% | -38.6% |
| YTD | -44.8% | +8.6% | -53.4% | -46.5% |
| 1Y | -39.3% | +16.9% | -56.2% | -42.7% |
| 3Y | +3.7% | +71.0% | -67.3% | -14.0% |
| 5Y | +101.7% | +31.1% | +70.7% | +80.1% |
| 10Y | +602.8% | +81.0% | +521.8% | +451.0% |
| All | +7,268.2% | +1,245.6% | +6,022.6% | +4,119.9% |
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