+2,443.2%
FTAI vs NLY
+118.8%
+2,324.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.6% |
| 7D | -5.2% | -4.0% | -1.2% | -2.9% |
| 30D | -17.9% | -5.2% | -12.7% | -15.2% |
| 3M | -22.7% | +2.8% | -25.6% | -24.2% |
| 6M | -28.0% | +4.2% | -32.2% | -29.5% |
| YTD | -5.0% | +4.7% | -9.6% | -7.2% |
| 1Y | +10.4% | +12.7% | -2.4% | +2.7% |
| 3Y | +425.2% | +62.5% | +362.7% | +293.6% |
| 5Y | +890.3% | +26.3% | +864.0% | +748.3% |
| 10Y | +3,106.5% | +81.0% | +3,025.6% | +2,414.3% |
| All | +2,443.2% | +118.8% | +2,324.4% | +1,812.2% |
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