+14.5%
FN vs NLY
+12.5%
+1.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +1.8% | -4.0% | +5.8% | +2.6% |
| 30D | -27.5% | -5.2% | -22.3% | -26.7% |
| 3M | -28.8% | +2.8% | -31.6% | -30.0% |
| 6M | -20.9% | +4.2% | -25.1% | -22.8% |
| YTD | -8.9% | +4.7% | -13.6% | -10.5% |
| 1Y | +14.5% | +12.7% | +1.7% | +11.3% |
| All | +14.5% | +12.5% | +1.9% | +11.3% |
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