+403.3%
ZS vs VYM
+146.3%
+257.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | -3.8% | -1.0% | -2.9% | -3.1% |
| 30D | -6.0% | -2.0% | -4.0% | -4.4% |
| 3M | +32.0% | +3.1% | +28.9% | +28.9% |
| 6M | +2.1% | +8.9% | -6.7% | -4.8% |
| YTD | -26.2% | +14.7% | -40.9% | -34.2% |
| 1Y | -41.2% | +19.4% | -60.6% | -49.3% |
| 3Y | +3.3% | +65.4% | -62.1% | -30.3% |
| 5Y | -40.7% | +77.6% | -118.3% | -60.9% |
| All | +403.3% | +146.3% | +257.0% | +170.7% |
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