+398.6%
ZS vs NLY
+54.1%
+344.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -3.1% | -4.0% | +0.9% | -2.0% |
| 30D | -7.2% | -5.2% | -2.0% | -5.7% |
| 3M | +30.5% | +2.8% | +27.6% | +29.6% |
| 6M | +7.0% | +4.2% | +2.8% | +5.6% |
| YTD | -26.8% | +4.7% | -31.5% | -28.0% |
| 1Y | -42.6% | +12.7% | -55.3% | -44.7% |
| 3Y | -0.3% | +62.5% | -62.9% | -13.3% |
| 5Y | -39.2% | +26.3% | -65.5% | -46.1% |
| All | +398.6% | +54.1% | +344.5% | +404.4% |
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