+0.7%
NLY vs QID
-21.1%
+21.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.7% | +3.6% |
| 7D | +3.5% | +9.8% | -6.3% | +4.8% |
| 30D | +3.6% | +18.9% | -15.3% | +6.2% |
| 3M | -13.6% | +9.6% | -23.2% | -12.4% |
| 6M | -9.1% | -7.8% | -1.3% | -10.6% |
| YTD | -6.1% | -23.3% | +17.3% | -11.5% |
| 1Y | +0.7% | -22.0% | +22.7% | -5.0% |
| All | +0.7% | -21.1% | +21.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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