-80.8%
FIG vs NLY
+21.6%
-102.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | -12.2% | -3.6% | -8.6% | -11.7% |
| 30D | -11.0% | -4.9% | -6.1% | -10.3% |
| 3M | +11.9% | +6.2% | +5.7% | +11.0% |
| 6M | -21.9% | +4.5% | -26.4% | -22.8% |
| YTD | -40.8% | +5.1% | -45.9% | -41.0% |
| 1Y | -56.6% | +13.5% | -70.2% | -58.9% |
| All | -80.8% | +21.6% | -102.4% | -80.1% |
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