+164.3%
ZTS vs NLY
+90.0%
+74.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -3.7% | -4.0% | +0.2% | -2.6% |
| 30D | -0.8% | -5.2% | +4.5% | +0.8% |
| 3M | -9.7% | +2.8% | -12.6% | -10.6% |
| 6M | -38.4% | +4.2% | -42.6% | -39.2% |
| YTD | -41.1% | +4.7% | -45.8% | -42.0% |
| 1Y | -50.6% | +12.7% | -63.4% | -52.5% |
| 3Y | -59.1% | +62.5% | -121.7% | -64.8% |
| 5Y | -62.7% | +26.3% | -89.0% | -66.3% |
| 10Y | +58.1% | +81.0% | -22.9% | +29.0% |
| All | +164.3% | +90.0% | +74.3% | +119.9% |
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