+2,303.0%
FIX vs NLY
+25.6%
+2,277.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.7% | +6.5% |
| 7D | +5.0% | -4.0% | +9.0% | +7.2% |
| 30D | -2.7% | -5.2% | +2.5% | -0.1% |
| 3M | -8.2% | +2.8% | -11.1% | -10.0% |
| 6M | +20.3% | +4.2% | +16.1% | +17.3% |
| YTD | +81.4% | +4.7% | +76.8% | +76.3% |
| 1Y | +121.5% | +12.7% | +108.8% | +106.3% |
| 3Y | +807.4% | +62.5% | +744.9% | +597.4% |
| All | +2,303.0% | +25.6% | +2,277.5% | +2,220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling