+54.1%
ZM vs VYM
+130.4%
-76.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -5.7% | -0.8% | -4.9% | -5.5% |
| 30D | -9.1% | -2.2% | -6.8% | -8.5% |
| 3M | +3.5% | +3.1% | +0.5% | +2.7% |
| 6M | +25.7% | +9.7% | +16.0% | +22.6% |
| YTD | +10.8% | +14.9% | -4.1% | +6.7% |
| 1Y | +12.8% | +17.6% | -4.8% | +8.0% |
| 3Y | +33.1% | +65.3% | -32.2% | +19.6% |
| 5Y | -68.3% | +78.7% | -147.0% | -71.3% |
| All | +54.1% | +130.4% | -76.3% | +84.8% |
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 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