+1,376.8%
BAC vs VZ
+1,012.0%
+364.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | +7.9% | -8.3% | -4.1% |
| 3M | +16.9% | +13.6% | +3.3% | +9.2% |
| 6M | +26.6% | +1.1% | +25.5% | +24.8% |
| YTD | +15.8% | +29.3% | -13.5% | 0.0% |
| 1Y | +27.2% | +21.2% | +5.9% | +13.0% |
| 3Y | +132.4% | +75.9% | +56.5% | +65.8% |
| 5Y | +72.6% | +24.1% | +48.5% | +45.7% |
| 10Y | +389.7% | +62.4% | +327.3% | +258.0% |
| All | +1,376.8% | +1,012.0% | +364.8% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling