+0.7%
FTAI vs NLY
+0.3%
+0.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.2% |
| 7D | -17.1% | +2.1% | -19.2% | -18.4% |
| 30D | -9.5% | +2.3% | -11.8% | -11.1% |
| 3M | -27.2% | -13.7% | -13.6% | -17.1% |
| 6M | -33.3% | -9.6% | -23.6% | -27.7% |
| YTD | -17.0% | -6.5% | -10.6% | -11.7% |
| 1Y | +0.7% | -0.6% | +1.3% | +8.4% |
| All | +0.7% | +0.3% | +0.4% | +8.4% |
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 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