+12.7%
NLY vs FTV
+14.7%
-2.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.0% | -4.0% | 0.0% | -3.2% |
| 30D | -5.2% | -11.0% | +5.8% | -3.1% |
| 3M | +2.8% | -8.4% | +11.2% | +4.4% |
| 6M | +4.2% | -2.6% | +6.8% | +4.3% |
| YTD | +4.7% | -0.6% | +5.3% | +4.0% |
| 1Y | +12.7% | +11.0% | +1.8% | +9.6% |
| All | +12.7% | +14.7% | -2.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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