+2,951.0%
FN vs NLY
+94.6%
+2,856.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.5% |
| 7D | +0.3% | -5.9% | +6.1% | +2.3% |
| 30D | -16.5% | -2.8% | -13.7% | -16.0% |
| 3M | -42.1% | -21.6% | -20.5% | -37.4% |
| 6M | -52.9% | -14.5% | -38.4% | -50.8% |
| YTD | -28.0% | -12.4% | -15.5% | -25.3% |
| 1Y | -18.5% | -7.3% | -11.2% | -17.2% |
| 3Y | +93.9% | +54.8% | +39.0% | +67.1% |
| 5Y | +170.5% | +2.4% | +168.1% | +159.3% |
| 10Y | +704.1% | +53.2% | +650.9% | +595.1% |
| All | +2,951.0% | +94.6% | +2,856.4% | +2,293.1% |
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 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