-75.4%
FLNC vs NLY
+0.3%
-75.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.4% | -15.5% | -15.6% |
| 7D | -16.3% | +2.1% | -18.4% | -17.6% |
| 30D | -36.6% | +2.3% | -38.9% | -37.6% |
| 3M | -64.2% | -13.7% | -50.5% | -59.6% |
| 6M | -59.9% | -9.6% | -50.2% | -56.2% |
| YTD | -74.2% | -6.5% | -67.8% | -72.6% |
| 1Y | -75.4% | -0.6% | -74.8% | -74.8% |
| All | -75.4% | +0.3% | -75.7% | -74.8% |
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