+753.8%
FIX vs NLY
+64.9%
+688.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | 0.0% |
| 7D | +0.7% | -3.6% | +4.3% | +2.7% |
| 30D | -5.7% | -4.9% | -0.8% | -3.2% |
| 3M | -7.4% | +6.2% | -13.6% | -11.0% |
| 6M | +15.1% | +4.5% | +10.6% | +11.7% |
| YTD | +70.7% | +5.1% | +65.5% | +64.9% |
| 1Y | +111.9% | +13.5% | +98.4% | +95.5% |
| All | +753.8% | +64.9% | +688.8% | +575.5% |
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