+90.0%
FTI vs NLY
+12.5%
+77.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -4.4% | -4.0% | -0.4% | -4.3% |
| 30D | +1.5% | -5.2% | +6.7% | +1.6% |
| 3M | +8.2% | +2.8% | +5.4% | +7.5% |
| 6M | +18.8% | +4.2% | +14.6% | +18.0% |
| YTD | +71.7% | +4.7% | +67.0% | +69.7% |
| 1Y | +90.0% | +12.7% | +77.3% | +85.2% |
| All | +90.0% | +12.5% | +77.5% | +85.2% |
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