+83.3%
NLY vs USFD
+296.1%
-212.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | -3.6% | -8.0% | +4.4% | -1.0% |
| 30D | -4.9% | -13.1% | +8.2% | -0.5% |
| 3M | +6.2% | +6.5% | -0.3% | +3.6% |
| 6M | +4.5% | +5.7% | -1.2% | +1.9% |
| YTD | +5.1% | +27.5% | -22.4% | -4.3% |
| 1Y | +13.5% | +23.4% | -9.9% | +4.2% |
| 3Y | +65.6% | +146.4% | -80.8% | +18.6% |
| 5Y | +26.9% | +196.8% | -169.9% | -16.5% |
| 10Y | +81.8% | +309.8% | -228.0% | -2.0% |
| All | +83.3% | +296.1% | -212.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling