+101.3%
CSCO vs VZ
+56.8%
+44.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -4.7% | +2.4% | -7.0% | -4.6% |
| 30D | -17.1% | +11.2% | -28.3% | -16.8% |
| 3M | -19.6% | 0.0% | -19.6% | -19.4% |
| 6M | +2.4% | +1.3% | +1.1% | +2.8% |
| YTD | +29.8% | +21.3% | +8.5% | +28.1% |
| 1Y | +38.7% | +23.9% | +14.7% | +36.5% |
| 3Y | +101.3% | +57.7% | +43.6% | +100.3% |
| All | +101.3% | +56.8% | +44.5% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling