+216.6%
VZ vs A
+457.0%
-240.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +7.9% | +6.9% | +1.0% | +6.6% |
| 3M | +13.6% | +9.2% | +4.4% | +11.7% |
| 6M | +1.1% | +25.7% | -24.6% | -3.4% |
| YTD | +29.3% | +11.5% | +17.8% | +25.9% |
| 1Y | +21.2% | +18.4% | +2.9% | +16.6% |
| 3Y | +75.9% | +26.6% | +49.3% | +64.7% |
| 5Y | +24.1% | -12.8% | +36.9% | +22.4% |
| 10Y | +62.4% | +247.2% | -184.8% | +23.4% |
| All | +216.6% | +457.0% | -240.4% | +92.6% |
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