+290.3%
FN vs NLY
+26.0%
+264.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.1% |
| 7D | +2.3% | -3.6% | +5.9% | +4.2% |
| 30D | -23.2% | -4.9% | -18.3% | -21.3% |
| 3M | -30.4% | +6.2% | -36.6% | -32.9% |
| 6M | -25.6% | +4.5% | -30.1% | -27.8% |
| YTD | -11.3% | +5.1% | -16.4% | -14.3% |
| 1Y | +8.4% | +13.5% | -5.1% | +0.4% |
| 3Y | +166.2% | +65.6% | +100.7% | +104.7% |
| 5Y | +290.3% | +26.9% | +263.4% | +242.6% |
| All | +290.3% | +26.0% | +264.3% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling