+1,518.8%
META vs NLY
+98.1%
+1,420.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +3.6% | -1.4% | +5.0% | +4.1% |
| 3M | +4.9% | +12.0% | -7.1% | +0.9% |
| 6M | -4.7% | +8.3% | -13.0% | -7.3% |
| YTD | -6.9% | +8.6% | -15.5% | -9.6% |
| 1Y | -18.2% | +16.9% | -35.1% | -22.6% |
| 3Y | +107.8% | +71.0% | +36.7% | +72.5% |
| 5Y | +63.9% | +31.1% | +32.9% | +45.8% |
| 10Y | +375.1% | +81.0% | +294.1% | +288.6% |
| All | +1,518.8% | +98.1% | +1,420.7% | +1,157.5% |
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