-40.6%
FIS vs NLY
+81.8%
-122.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -7.9% | -4.0% | -3.9% | -6.4% |
| 30D | -8.0% | -5.2% | -2.7% | -5.9% |
| 3M | +0.6% | +2.8% | -2.2% | -0.6% |
| 6M | -22.2% | +4.2% | -26.4% | -23.8% |
| YTD | -40.8% | +4.7% | -45.4% | -42.3% |
| 1Y | -41.5% | +12.7% | -54.3% | -44.7% |
| 3Y | -25.5% | +62.5% | -88.0% | -39.8% |
| 5Y | -64.8% | +26.3% | -91.1% | -69.1% |
| All | -40.6% | +81.8% | -122.4% | -50.2% |
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 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