+62.5%
NLY vs FRSH
-46.4%
+108.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.0% | -6.6% | +2.6% | -3.1% |
| 30D | -5.2% | +2.1% | -7.3% | -5.6% |
| 3M | +2.8% | +29.0% | -26.1% | -1.0% |
| 6M | +4.2% | +48.6% | -44.4% | -2.2% |
| YTD | +4.7% | -2.9% | +7.6% | +4.5% |
| 1Y | +12.7% | -7.9% | +20.6% | +13.4% |
| 3Y | +62.5% | -46.5% | +109.1% | +75.1% |
| All | +62.5% | -46.4% | +108.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling