-10.7%
EQT vs NLY
-2.2%
-8.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.0% |
| 7D | -3.8% | +2.7% | -6.5% | -3.4% |
| 30D | -1.3% | +2.3% | -3.6% | -0.9% |
| 3M | -3.5% | -15.2% | +11.6% | -6.2% |
| 6M | -6.5% | -11.2% | +4.7% | -8.1% |
| YTD | -1.8% | -7.1% | +5.3% | -5.9% |
| 1Y | -10.7% | -1.3% | -9.4% | -19.1% |
| All | -10.7% | -2.2% | -8.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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