+42.5%
FTNT vs NLY
+0.3%
+42.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | -11.9% | +2.1% | -14.0% | -11.8% |
| 30D | -35.9% | +2.3% | -38.3% | -35.8% |
| 3M | -25.4% | -13.7% | -11.7% | -25.0% |
| 6M | +36.2% | -9.6% | +45.9% | +36.9% |
| YTD | +54.3% | -6.5% | +60.7% | +50.5% |
| 1Y | +42.5% | -0.6% | +43.1% | +35.3% |
| All | +42.5% | +0.3% | +42.1% | +35.3% |
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