+246.3%
ZETA vs VYM
+77.1%
+169.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.0% |
| 7D | -2.4% | +0.1% | -2.6% | -2.6% |
| 30D | +15.6% | -1.3% | +16.9% | +18.2% |
| 3M | +41.5% | +4.1% | +37.4% | +32.3% |
| 6M | +63.4% | +9.8% | +53.6% | +39.9% |
| YTD | +51.3% | +15.3% | +36.0% | +19.4% |
| 1Y | +65.8% | +20.0% | +45.8% | +23.6% |
| 3Y | +279.2% | +66.2% | +212.9% | +77.1% |
| 5Y | +341.8% | +77.5% | +264.2% | +99.6% |
| All | +246.3% | +77.1% | +169.3% | +56.8% |
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 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