+54.6%
FTI vs NLY
+2.3%
+52.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.8% | -7.2% | -3.1% |
| 7D | -9.7% | +3.5% | -13.2% | -9.5% |
| 30D | -8.2% | +3.6% | -11.8% | -7.9% |
| 3M | -7.8% | -13.6% | +5.8% | -7.0% |
| 6M | -13.4% | -9.1% | -4.3% | -12.9% |
| YTD | +45.1% | -6.1% | +51.1% | +43.0% |
| 1Y | +54.6% | +0.7% | +53.9% | +48.2% |
| All | +54.6% | +2.3% | +52.3% | +48.2% |
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 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