+1,395.4%
ASML vs VZ
+65.8%
+1,329.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +6.0% | +5.1% |
| 7D | -9.0% | +2.1% | -11.2% | -9.1% |
| 30D | -21.0% | +1.4% | -22.3% | -21.0% |
| 3M | -16.3% | -1.3% | -15.0% | -16.3% |
| 6M | -7.5% | -0.5% | -7.0% | -7.7% |
| YTD | +34.0% | +19.6% | +14.3% | +30.1% |
| 1Y | +39.3% | +22.4% | +16.9% | +34.6% |
| 3Y | +128.9% | +55.9% | +73.0% | +103.9% |
| 5Y | +76.1% | +20.4% | +55.7% | +67.0% |
| All | +1,395.4% | +65.8% | +1,329.6% | +1,224.8% |
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