+92.4%
FOXA vs NLY
+40.1%
+52.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.3% |
| 7D | +0.8% | -4.0% | +4.8% | +2.3% |
| 30D | +5.0% | -5.2% | +10.3% | +7.2% |
| 3M | -3.0% | +2.8% | -5.9% | -4.3% |
| 6M | +14.8% | +4.2% | +10.6% | +12.3% |
| YTD | -8.9% | +4.7% | -13.6% | -11.3% |
| 1Y | +13.3% | +12.7% | +0.6% | +6.9% |
| 3Y | +115.4% | +62.5% | +52.9% | +74.0% |
| 5Y | +95.3% | +26.3% | +69.0% | +72.8% |
| All | +92.4% | +40.1% | +52.3% | +74.8% |
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