-83.1%
FRMI vs NLY
+19.4%
-102.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +7.4% | -4.0% | +11.4% | +9.6% |
| 30D | -27.6% | -5.2% | -22.4% | -25.8% |
| 3M | -20.9% | +2.8% | -23.7% | -22.0% |
| 6M | -36.6% | +4.2% | -40.8% | -37.6% |
| YTD | -31.3% | +4.7% | -35.9% | -27.4% |
| All | -83.1% | +19.4% | -102.5% | -78.3% |
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