+77.9%
NLY vs QID
-99.2%
+177.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.9% |
| 7D | -4.0% | +1.3% | -5.3% | -3.7% |
| 30D | -5.2% | +2.9% | -8.2% | -4.5% |
| 3M | +2.8% | -0.7% | +3.6% | +3.2% |
| 6M | +4.2% | -29.7% | +33.9% | -3.3% |
| YTD | +4.7% | -27.9% | +32.5% | -2.1% |
| 1Y | +12.7% | -34.6% | +47.3% | +3.3% |
| 3Y | +62.5% | -73.5% | +136.1% | +24.7% |
| 5Y | +26.3% | -81.0% | +107.3% | -3.5% |
| All | +77.9% | -99.2% | +177.1% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling