+413.0%
VZ vs AGG
+96.5%
+316.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.5% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | +11.2% | +1.4% | +9.8% | +11.3% |
| 3M | 0.0% | -0.7% | +0.7% | -0.1% |
| 6M | +1.3% | -1.7% | +2.9% | +1.1% |
| YTD | +21.3% | -1.1% | +22.3% | +21.1% |
| 1Y | +23.9% | -0.7% | +24.6% | +23.9% |
| 3Y | +57.7% | +14.2% | +43.5% | +60.5% |
| 5Y | +21.2% | -1.4% | +22.6% | +17.9% |
| 10Y | +70.6% | +16.5% | +54.1% | +77.3% |
| All | +413.0% | +96.5% | +316.5% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling