+219.2%
CVX vs VZ
+67.5%
+151.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | +2.6% | +0.9% | +1.7% | +2.2% |
| 30D | +9.8% | +7.7% | +2.1% | +6.6% |
| 3M | +16.2% | +9.7% | +6.5% | +11.7% |
| 6M | +13.6% | +3.1% | +10.5% | +11.8% |
| YTD | +44.4% | +30.5% | +13.9% | +28.6% |
| 1Y | +40.6% | +22.5% | +18.1% | +28.3% |
| 3Y | +48.2% | +82.4% | -34.2% | +10.3% |
| 5Y | +172.3% | +28.0% | +144.3% | +140.1% |
| All | +219.2% | +67.5% | +151.7% | +165.4% |
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