-18.5%
Z vs VYM
+206.0%
-224.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.4% |
| 7D | -4.9% | +3.3% | -8.2% | -8.5% |
| 30D | +3.0% | +3.8% | -0.8% | -0.9% |
| 3M | -13.4% | -0.4% | -13.0% | -12.3% |
| 6M | -27.3% | +7.1% | -34.4% | -32.5% |
| YTD | -57.8% | +17.1% | -74.9% | -64.8% |
| 1Y | -60.0% | +18.4% | -78.4% | -67.0% |
| 3Y | -21.5% | +74.5% | -96.1% | -57.8% |
| 5Y | -55.0% | +72.5% | -127.5% | -74.9% |
| All | -18.5% | +206.0% | -224.4% | -77.7% |
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