+70.6%
VZ vs A
+312.5%
-241.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | +11.2% | +4.3% | +6.9% | +10.4% |
| 3M | 0.0% | +19.8% | -19.8% | -3.0% |
| 6M | +1.3% | +54.4% | -53.1% | -6.0% |
| YTD | +21.3% | +31.7% | -10.4% | +15.2% |
| 1Y | +23.9% | +22.4% | +1.5% | +19.2% |
| 3Y | +57.7% | +67.7% | -10.0% | +39.8% |
| 5Y | +21.2% | +15.7% | +5.5% | +14.6% |
| 10Y | +70.6% | +308.7% | -238.1% | +25.4% |
| All | +70.6% | +312.5% | -241.9% | +25.4% |
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