+77.9%
NLY vs FIVE
+491.7%
-413.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -4.0% | -3.0% | -1.0% | -3.4% |
| 30D | -5.2% | +2.7% | -7.9% | -5.8% |
| 3M | +2.8% | +21.1% | -18.3% | -1.2% |
| 6M | +4.2% | +11.9% | -7.7% | +1.0% |
| YTD | +4.7% | +29.9% | -25.2% | -1.6% |
| 1Y | +12.7% | +67.8% | -55.1% | +0.5% |
| 3Y | +62.5% | +52.8% | +9.8% | +40.5% |
| 5Y | +26.3% | +31.3% | -5.0% | +9.1% |
| All | +77.9% | +491.7% | -413.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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