+455.4%
V vs VZ
+70.5%
+384.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.1% |
| 30D | +9.9% | +11.2% | -1.2% | +6.5% |
| 3M | +17.5% | 0.0% | +17.5% | +17.2% |
| 6M | +33.5% | +1.3% | +32.2% | +32.1% |
| YTD | +21.6% | +21.3% | +0.3% | +12.7% |
| 1Y | +27.6% | +23.9% | +3.6% | +17.3% |
| 3Y | +76.4% | +57.7% | +18.7% | +45.4% |
| 5Y | +103.8% | +21.2% | +82.6% | +86.3% |
| All | +455.4% | +70.5% | +384.9% | +363.8% |
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 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