-0.3%
ZS vs NLY
+64.2%
-64.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -3.1% | -4.0% | +0.9% | -1.3% |
| 30D | -7.2% | -5.2% | -2.0% | -4.8% |
| 3M | +30.5% | +2.8% | +27.6% | +29.2% |
| 6M | +7.0% | +4.2% | +2.8% | +4.7% |
| YTD | -26.8% | +4.7% | -31.5% | -28.7% |
| 1Y | -42.6% | +12.7% | -55.3% | -46.3% |
| 3Y | -0.3% | +62.5% | -62.9% | -23.0% |
| All | -0.3% | +64.2% | -64.5% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling