-62.3%
ZTS vs VYM
+77.5%
-139.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 6M | -38.4% | +9.7% | -48.1% | -43.6% |
| YTD | -41.1% | +14.9% | -56.0% | -48.4% |
| 1Y | -50.6% | +17.6% | -68.2% | -57.7% |
| 3Y | -59.1% | +65.3% | -124.5% | -75.2% |
| All | -62.3% | +77.5% | -139.9% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling