-64.0%
Z vs VYM
+19.9%
-83.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -3.7% | -1.3% | -2.4% | -2.4% |
| 3M | -7.0% | +4.1% | -11.0% | -10.0% |
| 6M | -29.5% | +9.8% | -39.3% | -35.5% |
| YTD | -52.6% | +15.3% | -67.9% | -59.5% |
| 1Y | -64.0% | +20.0% | -84.0% | -71.7% |
| All | -64.0% | +19.9% | -83.9% | -71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling