+1,325.4%
NLY vs FFIV
+7,795.2%
-6,469.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.8% |
| 7D | -0.4% | +3.5% | -3.9% | -0.7% |
| 30D | -1.3% | -1.3% | 0.0% | -1.3% |
| 3M | +7.6% | +2.4% | +5.3% | +7.3% |
| 6M | +8.9% | +41.8% | -32.9% | +5.6% |
| YTD | +8.1% | +58.5% | -50.5% | +3.7% |
| 1Y | +15.8% | +24.3% | -8.6% | +13.2% |
| 3Y | +70.2% | +152.0% | -81.8% | +56.9% |
| 5Y | +30.0% | +99.1% | -69.2% | +21.6% |
| 10Y | +86.8% | +242.8% | -155.9% | +67.2% |
| All | +1,325.4% | +7,795.2% | -6,469.8% | +935.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling