+53.3%
FLNC vs NLY
+20.9%
+32.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -4.9% | -1.0% | -3.9% | -4.2% |
| 30D | -27.3% | +0.6% | -27.9% | -27.4% |
| 3M | -61.9% | +10.8% | -72.7% | -64.3% |
| 6M | -34.5% | +6.2% | -40.7% | -36.5% |
| YTD | -47.7% | +9.0% | -56.7% | -49.0% |
| 1Y | +53.3% | +19.3% | +34.0% | +49.3% |
| All | +53.3% | +20.9% | +32.5% | +49.3% |
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 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