+84.5%
NLY vs FIVE
+875.3%
-790.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +0.4% | +3.7% | -3.2% | -0.1% |
| 30D | -1.4% | +4.0% | -5.4% | -2.1% |
| 3M | +12.0% | +36.2% | -24.2% | +6.5% |
| 6M | +8.3% | +18.0% | -9.7% | +4.8% |
| YTD | +8.6% | +34.9% | -26.3% | +2.8% |
| 1Y | +16.9% | +67.9% | -51.0% | +6.5% |
| 3Y | +71.0% | +57.3% | +13.7% | +51.1% |
| 5Y | +31.1% | +39.5% | -8.5% | +15.2% |
| 10Y | +81.0% | +496.4% | -415.4% | +35.0% |
| All | +84.5% | +875.3% | -790.8% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling