+77.9%
NLY vs ZBRA
+435.2%
-357.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -4.0% | -3.4% | -0.6% | -3.3% |
| 30D | -5.2% | -7.4% | +2.2% | -3.7% |
| 3M | +2.8% | +57.5% | -54.7% | -8.5% |
| 6M | +4.2% | +64.0% | -59.8% | -8.8% |
| YTD | +4.7% | +44.3% | -39.6% | -6.1% |
| 1Y | +12.7% | +10.9% | +1.9% | +7.3% |
| 3Y | +62.5% | +37.5% | +25.0% | +42.1% |
| 5Y | +26.3% | -39.7% | +66.0% | +28.2% |
| All | +77.9% | +435.2% | -357.3% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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