+243.8%
ZETA vs NLY
+15.4%
+228.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.4% |
| 7D | -6.5% | -3.6% | -2.9% | -4.0% |
| 30D | +4.8% | -4.9% | +9.8% | +8.8% |
| 3M | +53.3% | +6.2% | +47.1% | +46.8% |
| 6M | +66.8% | +4.5% | +62.3% | +61.5% |
| YTD | +50.2% | +5.1% | +45.0% | +43.9% |
| 1Y | +62.0% | +13.5% | +48.5% | +46.4% |
| 3Y | +276.4% | +65.6% | +210.8% | +159.2% |
| 5Y | +341.6% | +26.9% | +314.7% | +329.9% |
| All | +243.8% | +15.4% | +228.4% | +243.6% |
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