+175.1%
FN vs NLY
+69.5%
+105.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +5.8% | -0.4% | +6.2% | +6.1% |
| 30D | -20.6% | -1.3% | -19.3% | -20.1% |
| 3M | -28.6% | +7.6% | -36.3% | -32.5% |
| 6M | -20.7% | +8.9% | -29.6% | -25.7% |
| YTD | -8.1% | +8.1% | -16.2% | -13.7% |
| 1Y | +13.3% | +15.8% | -2.4% | +1.1% |
| All | +175.1% | +69.5% | +105.6% | +94.9% |
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