+70.6%
VZ vs AA
+45.1%
+25.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.7% |
| 7D | +2.4% | +1.2% | +1.1% | +2.3% |
| 30D | +11.2% | -5.0% | +16.2% | +11.4% |
| 3M | 0.0% | -22.2% | +22.2% | +1.1% |
| 6M | +1.3% | -36.3% | +37.6% | +3.2% |
| YTD | +21.3% | -24.2% | +45.4% | +21.9% |
| 1Y | +23.9% | +3.9% | +20.1% | +22.3% |
| 3Y | +57.7% | +67.6% | -9.9% | +48.4% |
| 5Y | +21.2% | -8.8% | +30.0% | +16.1% |
| 10Y | +70.6% | +45.0% | +25.6% | +46.8% |
| All | +70.6% | +45.1% | +25.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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