-0.6%
NLY vs FRSH
+16.1%
-16.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.3% |
| 7D | +2.1% | -15.4% | +17.4% | +2.4% |
| 30D | +2.3% | -7.7% | +10.0% | +2.4% |
| 3M | -13.7% | +10.2% | -23.9% | -13.8% |
| 6M | -9.6% | +38.2% | -47.8% | -9.8% |
| YTD | -6.5% | +3.7% | -10.1% | -7.9% |
| 1Y | -0.6% | +14.8% | -15.4% | -3.7% |
| All | -0.6% | +16.1% | -16.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling