-61.0%
FLNC vs NLY
+64.2%
-125.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +3.0% |
| 7D | -4.1% | -4.0% | -0.1% | +0.5% |
| 30D | -24.8% | -5.2% | -19.5% | -19.9% |
| 3M | -59.1% | +2.8% | -61.9% | -60.6% |
| 6M | -42.0% | +4.2% | -46.2% | -45.4% |
| YTD | -49.8% | +4.7% | -54.5% | -52.7% |
| 1Y | +43.1% | +12.7% | +30.3% | +22.0% |
| 3Y | -61.0% | +62.5% | -123.5% | -78.7% |
| All | -61.0% | +64.2% | -125.1% | -78.7% |
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