+1,292.8%
NLY vs FLR
+579.2%
+713.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -4.0% | -3.5% | -0.5% | -3.4% |
| 30D | -5.2% | +4.2% | -9.4% | -6.0% |
| 3M | +2.8% | +8.1% | -5.2% | +0.8% |
| 6M | +4.2% | +21.5% | -17.3% | -0.6% |
| YTD | +4.7% | +36.8% | -32.1% | -2.5% |
| 1Y | +12.7% | +31.2% | -18.5% | +5.2% |
| 3Y | +62.5% | +53.9% | +8.7% | +42.0% |
| 5Y | +26.3% | +243.0% | -216.7% | -6.7% |
| 10Y | +81.0% | +18.8% | +62.1% | +38.2% |
| All | +1,292.8% | +579.2% | +713.6% | +747.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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