+32.7%
NLY vs FGI
-66.2%
+98.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.4% | -12.1% | -2.8% |
| 7D | -3.6% | +22.8% | -26.4% | -3.8% |
| 30D | -4.9% | +85.9% | -90.9% | -6.1% |
| 3M | +6.2% | +32.4% | -26.2% | +5.2% |
| 6M | +4.5% | +106.3% | -101.8% | +2.6% |
| YTD | +5.1% | +48.4% | -43.3% | +3.5% |
| 1Y | +13.5% | +116.4% | -102.9% | +10.6% |
| 3Y | +65.6% | +9.2% | +56.4% | +62.6% |
| All | +32.7% | -66.2% | +98.9% | +31.9% |
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