-94.2%
FRMI vs NLY
+0.3%
-94.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.4% | -15.5% | -15.7% |
| 7D | -46.5% | +2.1% | -48.6% | -47.2% |
| 30D | -63.8% | +2.3% | -66.2% | -64.3% |
| 3M | -75.3% | -13.7% | -61.6% | -72.3% |
| 6M | -69.0% | -9.6% | -59.4% | -66.4% |
| YTD | -80.9% | -6.5% | -74.4% | -78.0% |
| 1Y | -94.2% | -0.6% | -93.6% | -92.6% |
| All | -94.2% | +0.3% | -94.6% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling