+193.0%
VZ vs A
+546.2%
-353.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.2% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +1.4% | +3.4% | -2.0% | +0.7% |
| 3M | -1.3% | +23.8% | -25.1% | -5.0% |
| 6M | -0.5% | +49.0% | -49.5% | -7.7% |
| YTD | +19.6% | +29.4% | -9.8% | +13.4% |
| 1Y | +22.4% | +19.4% | +3.0% | +17.5% |
| 3Y | +55.9% | +66.2% | -10.3% | +39.1% |
| 5Y | +20.4% | +15.8% | +4.6% | +12.9% |
| 10Y | +66.9% | +326.1% | -259.2% | +22.3% |
| All | +193.0% | +546.2% | -353.3% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling