+1,115.5%
FLEX vs NLY
+81.8%
+1,033.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.4% |
| 7D | +5.7% | -4.0% | +9.7% | +8.0% |
| 30D | -7.0% | -5.2% | -1.8% | -4.4% |
| 3M | -23.8% | +2.8% | -26.7% | -25.2% |
| 6M | +82.6% | +4.2% | +78.4% | +78.6% |
| YTD | +91.6% | +4.7% | +87.0% | +86.7% |
| 1Y | +100.6% | +12.7% | +87.8% | +87.2% |
| 3Y | +479.8% | +62.5% | +417.2% | +343.7% |
| 5Y | +746.5% | +26.3% | +720.2% | +631.3% |
| All | +1,115.5% | +81.8% | +1,033.7% | +941.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling