+843.0%
ZBRA vs VYM
+484.2%
+358.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | -3.8% | -1.9% | -1.9% | -1.7% |
| 30D | -10.2% | -2.6% | -7.6% | -7.5% |
| 3M | +58.7% | +3.6% | +55.1% | +53.3% |
| 6M | +61.9% | +8.7% | +53.2% | +48.8% |
| YTD | +41.7% | +14.1% | +27.5% | +23.5% |
| 1Y | +12.4% | +17.8% | -5.5% | -5.0% |
| 3Y | +34.2% | +64.5% | -30.3% | -18.7% |
| 5Y | -40.8% | +77.5% | -118.3% | -65.8% |
| 10Y | +420.3% | +206.1% | +214.1% | +80.2% |
| All | +843.0% | +484.2% | +358.9% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling