+96.8%
META vs NLY
+56.9%
+39.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +5.2% | -5.9% | +11.0% | +7.8% |
| 30D | -13.0% | -2.8% | -10.2% | -12.1% |
| 3M | +7.9% | -21.6% | +29.6% | +19.6% |
| 6M | +4.2% | -14.5% | +18.8% | +11.1% |
| YTD | -2.5% | -12.4% | +9.9% | +2.3% |
| 1Y | +5.6% | -7.3% | +12.8% | +8.2% |
| 3Y | +96.8% | +54.8% | +42.0% | +72.0% |
| All | +96.8% | +56.9% | +39.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling