+479.8%
FLEX vs NLY
+64.2%
+415.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.5% |
| 7D | +5.7% | -4.0% | +9.7% | +8.2% |
| 30D | -7.0% | -5.2% | -1.8% | -4.2% |
| 3M | -23.8% | +2.8% | -26.7% | -25.4% |
| 6M | +82.6% | +4.2% | +78.4% | +77.9% |
| YTD | +91.6% | +4.7% | +87.0% | +85.9% |
| 1Y | +100.6% | +12.7% | +87.8% | +86.1% |
| 3Y | +479.8% | +62.5% | +417.2% | +357.2% |
| All | +479.8% | +64.2% | +415.6% | +357.2% |
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