+62.5%
NLY vs USFD
+143.8%
-81.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -4.0% | -8.4% | +4.4% | -1.7% |
| 30D | -5.2% | -14.1% | +8.8% | -1.3% |
| 3M | +2.8% | +4.5% | -1.7% | +1.1% |
| 6M | +4.2% | +4.4% | -0.2% | +2.3% |
| YTD | +4.7% | +26.6% | -21.9% | -3.9% |
| 1Y | +12.7% | +19.4% | -6.6% | +5.5% |
| 3Y | +62.5% | +144.6% | -82.0% | +14.1% |
| All | +62.5% | +143.8% | -81.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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