-59.1%
ZTS vs VYM
+65.1%
-124.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.0% |
| 30D | -0.8% | -2.2% | +1.5% | +1.5% |
| 3M | -9.7% | +3.1% | -12.8% | -12.4% |
| 6M | -38.4% | +9.7% | -48.1% | -43.5% |
| YTD | -41.1% | +14.9% | -56.0% | -48.1% |
| 1Y | -50.6% | +17.6% | -68.2% | -57.4% |
| 3Y | -59.1% | +65.3% | -124.5% | -75.4% |
| All | -59.1% | +65.1% | -124.2% | -75.4% |
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