+2,023.5%
FLUT vs NLY
+399.2%
+1,624.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | -3.6% | -3.6% | +0.1% | -3.2% |
| 30D | -0.3% | -4.9% | +4.6% | +0.2% |
| 3M | -12.6% | +6.2% | -18.8% | -13.2% |
| 6M | -8.0% | +4.5% | -12.5% | -8.4% |
| YTD | -54.1% | +5.1% | -59.3% | -54.4% |
| 1Y | -66.1% | +13.5% | -79.6% | -66.6% |
| 3Y | -45.0% | +65.6% | -110.6% | -47.9% |
| 5Y | -51.2% | +26.9% | -78.1% | -53.2% |
| 10Y | -11.0% | +81.8% | -92.8% | -16.9% |
| All | +2,023.5% | +399.2% | +1,624.3% | +1,860.3% |
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 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