+25.1%
NLY vs ZCMD
-100.0%
+125.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.6% | -0.4% |
| 7D | -4.0% | -5.4% | +1.4% | -4.0% |
| 30D | -5.2% | -24.8% | +19.5% | -5.1% |
| 3M | +2.8% | -62.8% | +65.6% | +2.3% |
| 6M | +4.2% | -99.5% | +103.7% | +6.3% |
| YTD | +4.7% | -99.8% | +104.4% | +7.3% |
| 1Y | +12.7% | -99.9% | +112.6% | +16.4% |
| 3Y | +62.5% | -100.0% | +162.5% | +69.1% |
| All | +25.1% | -100.0% | +125.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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