+423.9%
ZBRA vs VYM
+209.2%
+214.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +0.9% |
| 7D | -3.4% | -0.8% | -2.6% | -2.3% |
| 30D | -7.4% | -2.2% | -5.2% | -4.4% |
| 3M | +57.5% | +3.1% | +54.4% | +51.9% |
| 6M | +64.0% | +9.7% | +54.3% | +45.9% |
| YTD | +44.3% | +14.9% | +29.4% | +20.7% |
| 1Y | +10.9% | +17.6% | -6.7% | -9.7% |
| 3Y | +37.5% | +65.3% | -27.8% | -26.1% |
| 5Y | -39.7% | +78.7% | -118.4% | -69.5% |
| All | +423.9% | +209.2% | +214.7% | +22.3% |
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