+2,060.9%
FTI vs NLY
+725.1%
+1,335.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -4.4% | -4.0% | -0.4% | -2.7% |
| 30D | +1.5% | -5.2% | +6.7% | +3.7% |
| 3M | +8.2% | +2.8% | +5.4% | +6.6% |
| 6M | +18.8% | +4.2% | +14.6% | +15.9% |
| YTD | +71.7% | +4.7% | +67.0% | +67.0% |
| 1Y | +90.0% | +12.7% | +77.3% | +78.9% |
| 3Y | +270.5% | +62.5% | +207.9% | +197.2% |
| 5Y | +1,084.5% | +26.3% | +1,058.2% | +939.7% |
| 10Y | +302.9% | +81.0% | +222.0% | +209.4% |
| All | +2,060.9% | +725.1% | +1,335.7% | +1,111.5% |
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