-59.1%
ZTS vs NLY
+64.2%
-123.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -3.7% | -4.0% | +0.2% | -2.0% |
| 30D | -0.8% | -5.2% | +4.5% | +1.6% |
| 3M | -9.7% | +2.8% | -12.6% | -11.1% |
| 6M | -38.4% | +4.2% | -42.6% | -39.7% |
| YTD | -41.1% | +4.7% | -45.8% | -42.7% |
| 1Y | -50.6% | +12.7% | -63.4% | -53.6% |
| 3Y | -59.1% | +62.5% | -121.7% | -67.7% |
| All | -59.1% | +64.2% | -123.3% | -67.7% |
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