+214.5%
BAC vs VZ
+71.4%
+143.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | -6.4% | +6.9% | -13.3% | -9.1% |
| 3M | -21.7% | +0.6% | -22.3% | -22.3% |
| 6M | +0.5% | +0.3% | +0.2% | -0.6% |
| YTD | -6.7% | +21.9% | -28.6% | -16.6% |
| 1Y | -4.7% | +21.7% | -26.3% | -14.8% |
| 3Y | +96.1% | +58.5% | +37.6% | +46.4% |
| 5Y | +21.7% | +22.4% | -0.7% | +4.8% |
| All | +214.5% | +71.4% | +143.1% | +172.0% |
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