+3,036.2%
SPY vs VZ
+849.9%
+2,186.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | -2.0% | +4.4% | -6.3% | -3.6% |
| 3M | -2.8% | -2.4% | -0.4% | -2.5% |
| 6M | +2.1% | +1.4% | +0.7% | +0.5% |
| YTD | +11.5% | +21.4% | -9.9% | +2.0% |
| 1Y | +13.5% | +20.3% | -6.8% | +4.0% |
| 3Y | +77.7% | +57.4% | +20.3% | +44.1% |
| 5Y | +72.6% | +21.9% | +50.7% | +52.0% |
| 10Y | +308.2% | +70.7% | +237.4% | +212.8% |
| All | +3,036.2% | +849.9% | +2,186.3% | +1,199.8% |
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