+65.5%
VZ vs A
+328.7%
-263.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | +2.2% | +4.8% | -2.5% | +1.5% |
| 30D | +10.6% | +5.6% | +4.9% | +9.6% |
| 3M | -0.6% | +23.6% | -24.2% | -4.0% |
| 6M | +0.7% | +56.4% | -55.6% | -6.7% |
| YTD | +20.6% | +33.4% | -12.8% | +14.4% |
| 1Y | +22.7% | +23.7% | -1.0% | +17.9% |
| 3Y | +57.2% | +71.0% | -13.8% | +39.0% |
| 5Y | +21.4% | +16.8% | +4.5% | +14.7% |
| 10Y | +65.5% | +323.8% | -258.3% | +23.7% |
| All | +65.5% | +328.7% | -263.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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