+55.1%
ZM vs VYM
+130.1%
-75.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | -10.3% | -2.0% | -8.3% | -9.8% |
| 3M | -0.7% | +3.1% | -3.7% | -1.5% |
| 6M | +24.8% | +8.9% | +15.9% | +22.0% |
| YTD | +11.5% | +14.7% | -3.3% | +7.4% |
| 1Y | +12.3% | +19.4% | -7.1% | +7.2% |
| 3Y | +33.5% | +65.4% | -31.9% | +19.9% |
| 5Y | -67.5% | +77.6% | -145.0% | -70.6% |
| All | +55.1% | +130.1% | -75.0% | +86.0% |
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 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