+65.5%
VZ vs AG
+77.4%
-11.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.8% |
| 7D | +2.2% | +10.8% | -8.6% | +2.1% |
| 30D | +10.6% | -8.2% | +18.7% | +10.7% |
| 3M | -0.6% | -13.7% | +13.1% | -0.5% |
| 6M | +0.7% | -27.3% | +28.0% | +1.0% |
| YTD | +20.6% | -4.6% | +25.2% | +19.8% |
| 1Y | +22.7% | +39.4% | -16.6% | +20.8% |
| 3Y | +57.2% | +244.1% | -186.9% | +49.5% |
| 5Y | +21.4% | +16.8% | +4.6% | +17.3% |
| 10Y | +65.5% | +71.7% | -6.2% | +57.9% |
| All | +65.5% | +77.4% | -11.9% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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