+3,621.5%
STX vs VZ
+60.3%
+3,561.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | +9.6% | -1.0% | +10.5% | +9.8% |
| 30D | +10.6% | +5.8% | +4.8% | +9.4% |
| 3M | +4.8% | +10.5% | -5.7% | +2.1% |
| 6M | +137.3% | +1.8% | +135.5% | +135.4% |
| YTD | +222.5% | +28.3% | +194.2% | +197.9% |
| 1Y | +366.2% | +22.0% | +344.3% | +336.6% |
| 3Y | +1,352.9% | +81.8% | +1,271.1% | +1,035.3% |
| 5Y | +1,077.4% | +25.3% | +1,052.1% | +973.6% |
| 10Y | +3,621.5% | +64.4% | +3,557.1% | +3,105.6% |
| All | +3,621.5% | +60.3% | +3,561.2% | +3,105.6% |
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