+1,855.0%
VRT vs VZ
+41.7%
+1,813.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.1% |
| 7D | -17.7% | +2.4% | -20.1% | -17.5% |
| 30D | -20.0% | +11.2% | -31.2% | -19.5% |
| 3M | -28.1% | 0.0% | -28.1% | -27.9% |
| 6M | -42.8% | +1.3% | -44.1% | -42.5% |
| YTD | +20.0% | +21.3% | -1.3% | +20.4% |
| 1Y | +3.5% | +23.9% | -20.4% | +3.8% |
| 3Y | +366.1% | +57.7% | +308.4% | +333.8% |
| 5Y | +632.2% | +21.2% | +611.0% | +627.3% |
| All | +1,855.0% | +41.7% | +1,813.3% | +1,838.1% |
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