+77.9%
NLY vs FDS
+64.8%
+13.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.1% |
| 7D | -4.0% | -14.0% | +10.0% | +0.3% |
| 30D | -5.2% | -6.2% | +1.0% | -3.6% |
| 3M | +2.8% | +10.2% | -7.3% | -1.2% |
| 6M | +4.2% | +27.4% | -23.2% | -5.9% |
| YTD | +4.7% | -9.3% | +13.9% | +5.4% |
| 1Y | +12.7% | -28.6% | +41.4% | +23.3% |
| 3Y | +62.5% | -36.8% | +99.4% | +84.1% |
| 5Y | +26.3% | -28.6% | +54.9% | +35.1% |
| All | +77.9% | +64.8% | +13.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling