+1,657.6%
QLD vs NLY
+81.8%
+1,575.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -1.2% | -4.0% | +2.7% | +1.3% |
| 30D | -3.0% | -5.2% | +2.2% | +0.3% |
| 3M | -2.8% | +2.8% | -5.6% | -4.6% |
| 6M | +32.0% | +4.2% | +27.8% | +28.6% |
| YTD | +27.3% | +4.7% | +22.6% | +23.3% |
| 1Y | +37.9% | +12.7% | +25.2% | +27.1% |
| 3Y | +174.6% | +62.5% | +112.1% | +102.9% |
| 5Y | +124.8% | +26.3% | +98.5% | +92.0% |
| All | +1,657.6% | +81.8% | +1,575.8% | +1,389.3% |
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