+1,934.0%
VRT vs VZ
+41.8%
+1,892.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | +10.5% | +1.5% | +9.0% | +10.6% |
| 30D | -9.3% | +4.4% | -13.7% | -9.0% |
| 3M | -29.6% | -2.4% | -27.2% | -29.5% |
| 6M | -45.4% | +1.4% | -46.8% | -45.0% |
| YTD | +24.8% | +21.4% | +3.4% | +25.3% |
| 1Y | +23.6% | +20.3% | +3.3% | +24.1% |
| 3Y | +379.7% | +57.4% | +322.3% | +346.8% |
| 5Y | +660.3% | +21.9% | +638.4% | +654.2% |
| All | +1,934.0% | +41.8% | +1,892.1% | +1,916.5% |
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