+64.4%
VZ vs AGG
+14.8%
+49.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +5.8% | -0.2% | +6.0% | +5.8% |
| 3M | +10.5% | -0.7% | +11.2% | +10.7% |
| 6M | +1.8% | -1.8% | +3.5% | +2.3% |
| YTD | +28.3% | -0.6% | +28.8% | +28.4% |
| 1Y | +22.0% | +0.4% | +21.6% | +21.8% |
| 3Y | +81.8% | +13.2% | +68.7% | +75.8% |
| 5Y | +25.3% | -2.0% | +27.3% | +21.2% |
| 10Y | +64.4% | +15.1% | +49.3% | +53.4% |
| All | +64.4% | +14.8% | +49.6% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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