-14.5%
Z vs VYM
+208.3%
-222.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +1.1% |
| 7D | -5.2% | -0.7% | -4.5% | -3.9% |
| 30D | +5.7% | +2.5% | +3.2% | +3.3% |
| 3M | -8.7% | -1.2% | -7.5% | -6.7% |
| 6M | -26.0% | +5.9% | -31.9% | -30.2% |
| YTD | -55.0% | +15.4% | -70.4% | -61.8% |
| 1Y | -58.0% | +18.8% | -76.8% | -65.5% |
| 3Y | -15.2% | +73.8% | -89.0% | -54.1% |
| 5Y | -53.8% | +70.5% | -124.3% | -73.8% |
| 10Y | -14.5% | +203.2% | -217.7% | -75.8% |
| All | -14.5% | +208.3% | -222.9% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling