+11,186.3%
JPM vs VZ
+1,012.0%
+10,174.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.2% | +7.9% | -8.1% | -4.1% |
| 3M | +15.9% | +13.6% | +2.2% | +7.8% |
| 6M | +20.9% | +1.1% | +19.8% | +19.1% |
| YTD | +12.9% | +29.3% | -16.4% | -3.1% |
| 1Y | +20.3% | +21.2% | -0.9% | +6.4% |
| 3Y | +160.9% | +75.9% | +85.0% | +82.6% |
| 5Y | +154.8% | +24.1% | +130.7% | +111.9% |
| 10Y | +591.1% | +62.4% | +528.7% | +389.2% |
| All | +11,186.3% | +1,012.0% | +10,174.2% | +3,058.1% |
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