+62.5%
NLY vs ZBRA
+35.9%
+26.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -4.0% | -3.4% | -0.6% | -3.4% |
| 30D | -5.2% | -7.4% | +2.2% | -4.0% |
| 3M | +2.8% | +57.5% | -54.7% | -7.1% |
| 6M | +4.2% | +64.0% | -59.8% | -7.3% |
| YTD | +4.7% | +44.3% | -39.6% | -4.8% |
| 1Y | +12.7% | +10.9% | +1.9% | +9.0% |
| 3Y | +62.5% | +37.5% | +25.0% | +34.7% |
| All | +62.5% | +35.9% | +26.6% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling