+2,761.7%
AVGO vs VZ
+65.4%
+2,696.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +1.0% | -1.2% | +2.3% | +1.2% |
| 30D | -13.3% | +5.7% | -19.0% | -13.9% |
| 3M | -2.9% | +8.2% | -11.1% | -3.9% |
| 6M | +5.7% | +1.7% | +4.0% | +5.5% |
| YTD | +4.6% | +28.9% | -24.2% | +0.1% |
| 1Y | -1.6% | +22.7% | -24.4% | -5.2% |
| 3Y | +336.2% | +82.7% | +253.5% | +261.7% |
| 5Y | +695.6% | +26.4% | +669.2% | +651.2% |
| All | +2,761.7% | +65.4% | +2,696.4% | +2,432.5% |
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