+73.6%
META vs NLY
+25.6%
+48.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +5.1% | -4.0% | +9.1% | +7.4% |
| 30D | +12.0% | -5.2% | +17.2% | +15.2% |
| 3M | +14.1% | +2.8% | +11.3% | +12.2% |
| 6M | -0.9% | +4.2% | -5.1% | -3.3% |
| YTD | -1.7% | +4.7% | -6.3% | -4.6% |
| 1Y | -13.4% | +12.7% | -26.2% | -19.6% |
| 3Y | +112.6% | +62.5% | +50.0% | +58.5% |
| All | +73.6% | +25.6% | +48.0% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling