+9,290.5%
FTNT vs NLY
+151.8%
+9,138.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.1% | -4.0% | +3.8% | +1.0% |
| 30D | -3.0% | -5.2% | +2.3% | -1.4% |
| 3M | +7.6% | +2.8% | +4.8% | +6.6% |
| 6M | +87.0% | +4.2% | +82.8% | +84.0% |
| YTD | +96.5% | +4.7% | +91.9% | +92.8% |
| 1Y | +92.9% | +12.7% | +80.2% | +85.0% |
| 3Y | +139.8% | +62.5% | +77.3% | +105.1% |
| 5Y | +151.3% | +26.3% | +125.0% | +127.6% |
| 10Y | +2,082.2% | +81.0% | +2,001.2% | +1,718.3% |
| All | +9,290.5% | +151.8% | +9,138.7% | +6,796.0% |
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