-47.3%
FSLY vs NLY
+25.6%
-72.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.4% |
| 7D | +12.5% | -4.0% | +16.5% | +16.6% |
| 30D | -18.8% | -5.2% | -13.6% | -14.9% |
| 3M | +22.7% | +2.8% | +19.8% | +18.6% |
| 6M | -3.7% | +4.2% | -7.9% | -8.7% |
| YTD | +127.5% | +4.7% | +122.8% | +114.2% |
| 1Y | +193.5% | +12.7% | +180.8% | +156.9% |
| 3Y | -1.3% | +62.5% | -63.9% | -39.9% |
| All | -47.3% | +25.6% | -72.8% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling