+66.9%
T vs VZ
+65.4%
+1.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -2.4% | -1.2% | -1.2% | -1.5% |
| 30D | +4.3% | +5.7% | -1.4% | -0.2% |
| 3M | +11.6% | +8.2% | +3.3% | +4.9% |
| 6M | -5.6% | +1.7% | -7.3% | -6.8% |
| YTD | +6.6% | +28.9% | -22.3% | -12.9% |
| 1Y | -8.4% | +22.7% | -31.1% | -22.3% |
| 3Y | +107.8% | +82.7% | +25.2% | +26.4% |
| 5Y | +68.3% | +26.4% | +41.9% | +37.6% |
| All | +66.9% | +65.4% | +1.5% | +15.1% |
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 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