+9,112.2%
QLD vs NLY
+446.6%
+8,665.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +3.0% | +0.4% | +2.5% | +2.7% |
| 30D | -1.8% | -1.4% | -0.4% | -1.0% |
| 3M | -1.8% | +12.0% | -13.8% | -8.5% |
| 6M | +36.9% | +8.3% | +28.5% | +30.4% |
| YTD | +28.7% | +8.6% | +20.1% | +22.2% |
| 1Y | +41.9% | +16.9% | +25.0% | +28.4% |
| 3Y | +184.2% | +71.0% | +113.2% | +106.0% |
| 5Y | +122.1% | +31.1% | +91.1% | +89.9% |
| 10Y | +1,646.5% | +81.0% | +1,565.5% | +1,077.5% |
| All | +9,112.2% | +446.6% | +8,665.6% | +2,793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling