+45.6%
NLY vs FND
+56.5%
-10.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -4.0% | -5.8% | +1.8% | -2.6% |
| 30D | -5.2% | -20.2% | +15.0% | -0.1% |
| 3M | +2.8% | -12.0% | +14.8% | +5.2% |
| 6M | +4.2% | -18.5% | +22.7% | +7.9% |
| YTD | +4.7% | -22.3% | +26.9% | +9.1% |
| 1Y | +12.7% | -47.6% | +60.4% | +28.8% |
| 3Y | +62.5% | -49.8% | +112.3% | +81.5% |
| 5Y | +26.3% | -63.0% | +89.3% | +44.1% |
| All | +45.6% | +56.5% | -10.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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