+47.1%
EQT vs NLY
+81.8%
-34.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -2.0% | -4.0% | +2.0% | -0.6% |
| 30D | 0.0% | -5.2% | +5.3% | +1.9% |
| 3M | +5.9% | +2.8% | +3.1% | +4.6% |
| 6M | -14.8% | +4.2% | -19.0% | -16.7% |
| YTD | +1.8% | +4.7% | -2.9% | -0.9% |
| 1Y | +7.4% | +12.7% | -5.4% | +1.6% |
| 3Y | +33.6% | +62.5% | -28.9% | +8.9% |
| 5Y | +199.3% | +26.3% | +173.0% | +162.5% |
| All | +47.1% | +81.8% | -34.7% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling