+93.9%
FN vs NLY
+56.9%
+36.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.5% |
| 7D | +0.3% | -5.9% | +6.1% | +3.5% |
| 30D | -16.5% | -2.8% | -13.7% | -15.8% |
| 3M | -42.1% | -21.6% | -20.5% | -33.6% |
| 6M | -52.9% | -14.5% | -38.4% | -49.3% |
| YTD | -28.0% | -12.4% | -15.5% | -24.1% |
| 1Y | -18.5% | -7.3% | -11.2% | -17.8% |
| 3Y | +93.9% | +54.8% | +39.0% | +33.1% |
| All | +93.9% | +56.9% | +36.9% | +33.1% |
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