+10.6%
NLY vs FGI
-74.8%
+85.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.6% | +0.7% |
| 7D | -5.9% | -14.4% | +8.5% | -5.8% |
| 30D | -2.8% | -11.8% | +9.0% | -2.8% |
| 3M | -21.6% | -46.2% | +24.6% | -21.3% |
| 6M | -14.5% | +5.2% | -19.7% | -15.3% |
| YTD | -12.4% | +10.5% | -22.9% | -13.7% |
| 1Y | -7.3% | +25.5% | -32.8% | -8.8% |
| 3Y | +54.8% | -16.0% | +70.8% | +52.1% |
| All | +10.6% | -74.8% | +85.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling