-9.3%
FLUT vs NLY
+81.8%
-91.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +0.4% | -4.0% | +4.4% | +1.5% |
| 30D | +2.5% | -5.2% | +7.8% | +3.9% |
| 3M | -9.2% | +2.8% | -12.1% | -9.9% |
| 6M | -8.2% | +4.2% | -12.4% | -9.2% |
| YTD | -53.2% | +4.7% | -57.9% | -53.8% |
| 1Y | -65.6% | +12.7% | -78.3% | -66.7% |
| 3Y | -43.6% | +62.5% | -106.1% | -50.0% |
| 5Y | -50.3% | +26.3% | -76.6% | -54.7% |
| All | -9.3% | +81.8% | -91.1% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling