+433.3%
META vs VZ
+71.6%
+361.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | -15.4% | +8.9% | -24.3% | -16.7% |
| 3M | +5.0% | +0.1% | +4.9% | +4.8% |
| 6M | +5.2% | +1.9% | +3.3% | +4.4% |
| YTD | -4.5% | +22.0% | -26.5% | -9.3% |
| 1Y | +0.6% | +22.1% | -21.5% | -4.5% |
| 3Y | +93.1% | +58.7% | +34.4% | +64.4% |
| 5Y | +93.7% | +22.3% | +71.4% | +78.1% |
| 10Y | +433.3% | +71.6% | +361.7% | +336.5% |
| All | +433.3% | +71.6% | +361.8% | +336.5% |
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