+163.9%
ZTS vs VYM
+365.1%
-201.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -4.5% | -1.9% | -2.6% | -2.8% |
| 30D | -3.3% | -2.6% | -0.7% | -0.9% |
| 3M | -9.7% | +3.6% | -13.3% | -12.7% |
| 6M | -38.8% | +8.7% | -47.5% | -43.2% |
| YTD | -41.2% | +14.1% | -55.3% | -47.7% |
| 1Y | -50.3% | +17.8% | -68.1% | -57.0% |
| 3Y | -59.1% | +64.5% | -123.7% | -73.9% |
| 5Y | -62.8% | +77.5% | -140.3% | -77.7% |
| 10Y | +57.8% | +206.1% | -148.3% | -43.7% |
| All | +163.9% | +365.1% | -201.2% | -33.3% |
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