+3,689.8%
FN vs NLY
+142.2%
+3,547.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -22.0% | +0.6% | -22.6% | -22.2% |
| 3M | -43.0% | +10.8% | -53.8% | -45.3% |
| 6M | -27.7% | +6.2% | -34.0% | -29.5% |
| YTD | -10.5% | +9.0% | -19.5% | -13.5% |
| 1Y | +12.5% | +19.3% | -6.8% | +5.2% |
| 3Y | +153.8% | +67.7% | +86.1% | +112.4% |
| 5Y | +288.0% | +29.7% | +258.3% | +245.0% |
| 10Y | +906.4% | +81.0% | +825.4% | +725.0% |
| All | +3,689.8% | +142.2% | +3,547.6% | +2,671.4% |
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