+12.7%
NLY vs Z
-62.2%
+74.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.9% |
| 7D | -4.0% | -6.0% | +2.1% | -3.3% |
| 30D | -5.2% | -2.3% | -3.0% | -5.0% |
| 3M | +2.8% | -0.6% | +3.4% | +2.6% |
| 6M | +4.2% | -27.6% | +31.8% | +7.0% |
| YTD | +4.7% | -52.4% | +57.0% | +10.6% |
| 1Y | +12.7% | -63.6% | +76.3% | +21.8% |
| All | +12.7% | -62.2% | +74.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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