+25.0%
FLEX vs NLY
+2.3%
+22.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.8% | -16.2% | -13.9% |
| 7D | -17.0% | +3.5% | -20.5% | -18.3% |
| 30D | -33.8% | +3.6% | -37.5% | -35.0% |
| 3M | -39.0% | -13.6% | -25.4% | -33.1% |
| 6M | -15.9% | -9.1% | -6.8% | -10.9% |
| YTD | +27.8% | -6.1% | +33.9% | +33.0% |
| 1Y | +25.0% | +0.7% | +24.2% | +28.7% |
| All | +25.0% | +2.3% | +22.7% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling