+164.3%
FSLY vs NLY
+2.3%
+162.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.5% |
| 7D | -22.2% | +3.5% | -25.7% | -23.1% |
| 30D | -19.1% | +3.6% | -22.7% | -20.1% |
| 3M | -15.7% | -13.6% | -2.1% | -9.5% |
| 6M | -23.5% | -9.1% | -14.4% | -19.3% |
| YTD | +106.6% | -6.1% | +112.7% | +112.8% |
| 1Y | +164.3% | +0.7% | +163.5% | +170.1% |
| All | +164.3% | +2.3% | +162.0% | +170.1% |
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 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