+8.9%
NLY vs FFIV
+43.7%
-34.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.5% |
| 7D | -0.4% | +3.5% | -3.9% | -0.4% |
| 30D | -1.3% | -1.3% | 0.0% | -1.2% |
| 3M | +7.6% | +2.4% | +5.3% | +7.5% |
| 6M | +8.9% | +41.8% | -32.9% | +3.0% |
| All | +8.9% | +43.7% | -34.8% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling