-5.8%
Z vs VYM
+201.8%
-207.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -3.7% | -1.3% | -2.4% | -2.2% |
| 3M | -7.0% | +4.1% | -11.0% | -11.1% |
| 6M | -29.5% | +9.8% | -39.3% | -36.7% |
| YTD | -52.6% | +15.3% | -67.9% | -59.9% |
| 1Y | -64.0% | +20.0% | -84.0% | -71.0% |
| 3Y | -36.4% | +66.2% | -102.7% | -64.1% |
| 5Y | -65.8% | +77.5% | -143.3% | -81.5% |
| 10Y | -5.8% | +201.7% | -207.5% | -71.6% |
| All | -5.8% | +201.8% | -207.6% | -71.6% |
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