+1,594.6%
META vs NLY
+59.8%
+1,534.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +5.2% | -5.9% | +11.0% | +7.3% |
| 30D | -13.0% | -2.8% | -10.2% | -12.3% |
| 3M | +7.9% | -21.6% | +29.6% | +16.8% |
| 6M | +4.2% | -14.5% | +18.8% | +9.5% |
| YTD | -2.5% | -12.4% | +9.9% | +1.5% |
| 1Y | +5.6% | -7.3% | +12.8% | +7.9% |
| 3Y | +96.8% | +54.8% | +42.0% | +69.2% |
| 5Y | +90.0% | +2.4% | +87.7% | +82.6% |
| 10Y | +444.3% | +53.2% | +391.1% | +371.8% |
| All | +1,594.6% | +59.8% | +1,534.8% | +1,311.7% |
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