+25.1%
NLY vs Z
-64.7%
+89.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.2% |
| 7D | -4.0% | -6.0% | +2.1% | -3.0% |
| 30D | -5.2% | -2.3% | -3.0% | -5.0% |
| 3M | +2.8% | -0.6% | +3.4% | +2.4% |
| 6M | +4.2% | -27.6% | +31.8% | +9.4% |
| YTD | +4.7% | -52.4% | +57.0% | +17.7% |
| 1Y | +12.7% | -63.6% | +76.3% | +32.7% |
| 3Y | +62.5% | -36.4% | +98.9% | +68.5% |
| All | +25.1% | -64.7% | +89.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling