+266.5%
ZBH vs NLY
+685.4%
-418.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -4.7% | -4.0% | -0.7% | -3.7% |
| 30D | -4.5% | -5.2% | +0.7% | -3.2% |
| 3M | +7.6% | +2.8% | +4.7% | +6.8% |
| 6M | +0.3% | +4.2% | -3.9% | -0.9% |
| YTD | +4.5% | +4.7% | -0.1% | +3.1% |
| 1Y | -9.4% | +12.7% | -22.1% | -12.4% |
| 3Y | -21.5% | +62.5% | -84.0% | -31.4% |
| 5Y | -28.4% | +26.3% | -54.7% | -34.3% |
| 10Y | -16.5% | +81.0% | -97.5% | -31.5% |
| All | +266.5% | +685.4% | -418.9% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 all: compounded portfolio wealth divided by compounded NLY 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…
all analysis · Full analysis span regression · 6 months rolling