+2,545.5%
VRT vs VZ
+49.9%
+2,495.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.6% |
| 7D | +2.4% | -1.0% | +3.4% | +2.4% |
| 30D | -2.7% | +5.8% | -8.4% | -2.5% |
| 3M | -9.2% | +10.5% | -19.7% | -8.8% |
| 6M | -0.5% | +1.8% | -2.3% | +0.1% |
| YTD | +62.3% | +28.3% | +34.1% | +62.8% |
| 1Y | +109.6% | +22.0% | +87.6% | +110.6% |
| 3Y | +573.1% | +81.8% | +491.2% | +510.3% |
| 5Y | +953.6% | +25.3% | +928.3% | +953.0% |
| All | +2,545.5% | +49.9% | +2,495.7% | +2,520.9% |
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