+1,504.8%
ASML vs VZ
+68.5%
+1,436.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.2% |
| 7D | -0.8% | +2.2% | -3.1% | -0.9% |
| 30D | -14.9% | +10.6% | -25.5% | -15.3% |
| 3M | -13.0% | -0.6% | -12.4% | -13.0% |
| 6M | -4.7% | +0.7% | -5.4% | -4.9% |
| YTD | +42.3% | +20.6% | +21.7% | +38.1% |
| 1Y | +49.7% | +22.7% | +27.0% | +44.8% |
| 3Y | +144.3% | +57.2% | +87.1% | +117.6% |
| 5Y | +86.4% | +21.4% | +65.0% | +76.7% |
| 10Y | +1,504.8% | +65.5% | +1,439.3% | +1,324.2% |
| All | +1,504.8% | +68.5% | +1,436.4% | +1,324.2% |
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