-5.3%
FSLY vs NLY
+47.8%
-53.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.4% |
| 7D | +7.5% | -3.6% | +11.2% | +9.5% |
| 30D | -21.1% | -4.9% | -16.2% | -19.1% |
| 3M | +21.8% | +6.2% | +15.6% | +17.6% |
| 6M | -0.1% | +4.5% | -4.6% | -2.9% |
| YTD | +123.1% | +5.1% | +117.9% | +116.1% |
| 1Y | +208.6% | +13.5% | +195.0% | +187.4% |
| 3Y | -1.3% | +65.6% | -66.9% | -23.3% |
| 5Y | -48.4% | +26.9% | -75.3% | -56.1% |
| All | -5.3% | +47.8% | -53.1% | +8.5% |
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