-0.1%
FSLY vs NLY
+5.6%
-5.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.8% |
| 7D | +7.5% | -3.6% | +11.2% | +8.7% |
| 30D | -21.1% | -4.9% | -16.2% | -20.0% |
| 3M | +21.8% | +6.2% | +15.6% | +17.5% |
| 6M | -0.1% | +4.5% | -4.6% | -3.4% |
| All | -0.1% | +5.6% | -5.8% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling