+25.1%
NLY vs FIVN
-82.2%
+107.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.6% |
| 7D | -4.0% | -7.8% | +3.9% | -2.9% |
| 30D | -5.2% | -1.7% | -3.5% | -5.1% |
| 3M | +2.8% | +47.2% | -44.4% | -3.4% |
| 6M | +4.2% | +82.7% | -78.5% | -6.7% |
| YTD | +4.7% | +52.9% | -48.2% | -4.2% |
| 1Y | +12.7% | +17.5% | -4.7% | +7.5% |
| 3Y | +62.5% | -55.8% | +118.4% | +78.0% |
| All | +25.1% | -82.2% | +107.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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