+209.3%
FXI vs NLY
+307.1%
-97.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.9% | -4.0% | +0.1% | -2.4% |
| 30D | -2.1% | -5.2% | +3.1% | -0.1% |
| 3M | -0.5% | +2.8% | -3.3% | -1.7% |
| 6M | -4.5% | +4.2% | -8.7% | -6.3% |
| YTD | -9.2% | +4.7% | -13.9% | -11.2% |
| 1Y | -13.8% | +12.7% | -26.5% | -18.1% |
| 3Y | +36.6% | +62.5% | -26.0% | +11.6% |
| 5Y | -6.7% | +26.3% | -33.0% | -17.9% |
| 10Y | +14.8% | +81.0% | -66.1% | -19.5% |
| All | +209.3% | +307.1% | -97.8% | +32.2% |
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 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