-57.6%
FISV vs NLY
+64.2%
-121.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -2.7% | -4.0% | +1.3% | -1.1% |
| 30D | 0.0% | -5.2% | +5.3% | +2.3% |
| 3M | -2.8% | +2.8% | -5.6% | -4.0% |
| 6M | -11.8% | +4.2% | -16.0% | -13.6% |
| YTD | -23.2% | +4.7% | -27.9% | -25.1% |
| 1Y | -62.0% | +12.7% | -74.7% | -64.0% |
| 3Y | -57.6% | +62.5% | -120.2% | -64.3% |
| All | -57.6% | +64.2% | -121.8% | -64.3% |
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