+1,644.6%
ASML vs VZ
+61.8%
+1,582.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +2.2% | +7.9% | -5.7% | +1.6% |
| 3M | -2.3% | +13.6% | -15.9% | -3.5% |
| 6M | +23.0% | +1.1% | +21.9% | +23.1% |
| YTD | +61.1% | +29.3% | +31.8% | +55.5% |
| 1Y | +129.1% | +21.2% | +107.9% | +123.2% |
| 3Y | +165.4% | +75.9% | +89.5% | +131.6% |
| 5Y | +109.5% | +24.1% | +85.4% | +100.4% |
| All | +1,644.6% | +61.8% | +1,582.8% | +1,525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling