+1,872.1%
T vs VZ
+1,012.0%
+860.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.3% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +11.4% | +7.9% | +3.5% | +5.6% |
| 3M | +14.3% | +13.6% | +0.6% | +4.7% |
| 6M | -9.3% | +1.1% | -10.4% | -9.8% |
| YTD | +7.1% | +29.3% | -22.2% | -10.6% |
| 1Y | -9.1% | +21.2% | -30.3% | -20.8% |
| 3Y | +105.3% | +75.9% | +29.4% | +37.0% |
| 5Y | +66.8% | +24.1% | +42.7% | +41.8% |
| 10Y | +66.8% | +62.4% | +4.4% | +17.6% |
| All | +1,872.1% | +1,012.0% | +860.1% | +282.8% |
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