+37.9%
QLD vs NLY
+12.5%
+25.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -1.2% | -4.0% | +2.7% | +1.1% |
| 30D | -3.0% | -5.2% | +2.2% | 0.0% |
| 3M | -2.8% | +2.8% | -5.6% | -4.4% |
| 6M | +32.0% | +4.2% | +27.8% | +28.0% |
| YTD | +27.3% | +4.7% | +22.6% | +24.6% |
| 1Y | +37.9% | +12.7% | +25.2% | +30.0% |
| All | +37.9% | +12.5% | +25.4% | +30.0% |
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