+398.6%
ZS vs VYM
+146.6%
+252.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.5% |
| 30D | -7.2% | -2.2% | -5.0% | -5.5% |
| 3M | +30.5% | +3.1% | +27.4% | +27.5% |
| 6M | +7.0% | +9.7% | -2.7% | -0.9% |
| YTD | -26.8% | +14.9% | -41.7% | -34.9% |
| 1Y | -42.6% | +17.6% | -60.2% | -49.9% |
| 3Y | -0.3% | +65.3% | -65.6% | -32.7% |
| 5Y | -39.2% | +78.7% | -117.9% | -60.0% |
| All | +398.6% | +146.6% | +252.0% | +167.9% |
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