+300.9%
FITB vs NLY
+1,202.9%
-902.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +2.0% |
| 7D | -1.0% | -3.6% | +2.7% | +1.1% |
| 30D | -5.5% | -4.9% | -0.6% | -2.8% |
| 3M | +4.1% | +6.2% | -2.1% | +0.4% |
| 6M | +18.7% | +4.5% | +14.2% | +15.3% |
| YTD | +18.2% | +5.1% | +13.0% | +14.1% |
| 1Y | +23.7% | +13.5% | +10.1% | +14.1% |
| 3Y | +130.8% | +65.6% | +65.2% | +71.1% |
| 5Y | +69.8% | +26.9% | +42.9% | +42.6% |
| 10Y | +287.4% | +81.8% | +205.6% | +161.4% |
| All | +300.9% | +1,202.9% | -902.0% | +75.6% |
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