-51.1%
FIS vs NLY
+2.3%
-53.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.8% | -27.5% | -23.7% |
| 7D | -18.4% | +3.5% | -21.9% | -18.4% |
| 30D | -11.4% | +3.6% | -15.0% | -11.5% |
| 3M | -32.0% | -13.6% | -18.4% | -29.4% |
| 6M | -35.6% | -9.1% | -26.5% | -33.7% |
| YTD | -53.8% | -6.1% | -47.7% | -52.6% |
| 1Y | -51.1% | +0.7% | -51.8% | -52.2% |
| All | -51.1% | +2.3% | -53.4% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling