+65.5%
VZ vs ACWI
+219.0%
-153.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | -2.4% | +4.5% | +3.0% |
| 30D | +1.4% | -5.2% | +6.6% | +3.1% |
| 3M | -1.3% | -4.8% | +3.6% | +0.3% |
| 6M | -0.5% | -1.3% | +0.8% | -0.6% |
| YTD | +19.6% | +8.4% | +11.3% | +15.0% |
| 1Y | +22.4% | +11.0% | +11.3% | +16.5% |
| 3Y | +55.9% | +70.6% | -14.7% | +22.1% |
| 5Y | +20.4% | +55.3% | -34.9% | -2.5% |
| All | +65.5% | +219.0% | -153.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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