+2,385.6%
FLEX vs NLY
+1,239.1%
+1,146.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +6.4% | -0.4% | +6.8% | +6.5% |
| 30D | -5.9% | -1.3% | -4.6% | -5.4% |
| 3M | -23.5% | +7.6% | -31.1% | -25.8% |
| 6M | +83.7% | +8.9% | +74.8% | +77.5% |
| YTD | +86.5% | +8.1% | +78.4% | +80.6% |
| 1Y | +100.5% | +15.8% | +84.7% | +88.2% |
| 3Y | +469.8% | +70.2% | +399.7% | +356.5% |
| 5Y | +725.7% | +30.0% | +695.7% | +626.8% |
| 10Y | +1,086.7% | +86.8% | +999.9% | +790.2% |
| All | +2,385.6% | +1,239.1% | +1,146.6% | +969.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling