+133.7%
NLY vs USFR
+27.7%
+106.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | +2.8% | +1.0% | +1.8% | +2.6% |
| 6M | +4.2% | +2.0% | +2.2% | +3.7% |
| YTD | +4.7% | +2.8% | +1.9% | +4.0% |
| 1Y | +12.7% | +4.1% | +8.7% | +11.7% |
| 3Y | +62.5% | +14.1% | +48.4% | +58.3% |
| 5Y | +26.3% | +20.6% | +5.7% | +21.7% |
| 10Y | +81.0% | +28.1% | +52.8% | +74.4% |
| All | +133.7% | +27.7% | +106.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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