+77.9%
NLY vs FFIV
+249.4%
-171.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.4% |
| 7D | -4.0% | +5.4% | -9.4% | -5.4% |
| 30D | -5.2% | -2.7% | -2.6% | -4.7% |
| 3M | +2.8% | +4.5% | -1.7% | +1.0% |
| 6M | +4.2% | +42.2% | -38.0% | -7.0% |
| YTD | +4.7% | +61.3% | -56.6% | -10.5% |
| 1Y | +12.7% | +23.0% | -10.3% | +4.2% |
| 3Y | +62.5% | +156.3% | -93.7% | +16.7% |
| 5Y | +26.3% | +102.9% | -76.5% | -5.1% |
| All | +77.9% | +249.4% | -171.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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