+275.4%
ZETA vs VYM
+64.0%
+211.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.5% |
| 7D | -6.5% | -1.9% | -4.6% | -2.9% |
| 30D | +4.8% | -2.6% | +7.4% | +10.5% |
| 3M | +53.3% | +3.6% | +49.8% | +43.0% |
| 6M | +66.8% | +8.7% | +58.1% | +41.9% |
| YTD | +50.2% | +14.1% | +36.0% | +16.1% |
| 1Y | +62.0% | +17.8% | +44.2% | +18.9% |
| All | +275.4% | +64.0% | +211.5% | +56.0% |
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