+344.5%
ZETA vs VYM
+77.5%
+267.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.4% |
| 7D | -3.7% | -0.8% | -2.9% | -2.4% |
| 30D | +5.7% | -2.2% | +8.0% | +10.1% |
| 3M | +50.4% | +3.1% | +47.4% | +42.7% |
| 6M | +65.5% | +9.7% | +55.7% | +41.0% |
| YTD | +48.3% | +14.9% | +33.4% | +16.8% |
| 1Y | +45.4% | +17.6% | +27.8% | +11.0% |
| 3Y | +270.8% | +65.3% | +205.5% | +68.9% |
| All | +344.5% | +77.5% | +267.0% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling