-16.5%
Z vs VYM
+74.7%
-91.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | +0.8% | +3.7% | -2.8% | -4.7% |
| 30D | +5.2% | +3.7% | +1.5% | +0.3% |
| 3M | -17.0% | -0.7% | -16.3% | -15.5% |
| 6M | -22.7% | +7.2% | -29.9% | -29.6% |
| YTD | -56.3% | +16.9% | -73.3% | -65.3% |
| 1Y | -57.7% | +19.6% | -77.3% | -67.5% |
| 3Y | -16.5% | +74.6% | -91.1% | -72.8% |
| All | -16.5% | +74.7% | -91.3% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling