-0.3%
ZS vs VYM
+65.1%
-65.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | -0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | -7.2% | -2.2% | -5.0% | -4.9% |
| 3M | +30.5% | +3.1% | +27.4% | +26.5% |
| 6M | +7.0% | +9.7% | -2.7% | -3.6% |
| YTD | -26.8% | +14.9% | -41.7% | -38.0% |
| 1Y | -42.6% | +17.6% | -60.2% | -52.8% |
| 3Y | -0.3% | +65.3% | -65.6% | -46.1% |
| All | -0.3% | +65.1% | -65.4% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling