+1,321.1%
FISV vs NLY
+1,197.0%
+124.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -2.7% | -4.0% | +1.3% | -1.6% |
| 30D | 0.0% | -5.2% | +5.3% | +1.6% |
| 3M | -2.8% | +2.8% | -5.6% | -3.6% |
| 6M | -11.8% | +4.2% | -16.0% | -13.0% |
| YTD | -23.2% | +4.7% | -27.9% | -24.4% |
| 1Y | -62.0% | +12.7% | -74.7% | -63.2% |
| 3Y | -57.6% | +62.5% | -120.2% | -63.3% |
| 5Y | -53.4% | +26.3% | -79.7% | -57.3% |
| 10Y | +2.9% | +81.0% | -78.1% | -17.0% |
| All | +1,321.1% | +1,197.0% | +124.1% | +830.7% |
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