+446.9%
VZ vs AGG
+98.1%
+348.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +7.9% | -0.4% | +8.3% | +7.9% |
| 3M | +13.6% | -0.7% | +14.3% | +13.6% |
| 6M | +1.1% | -1.5% | +2.6% | +1.0% |
| YTD | +29.3% | -0.3% | +29.5% | +29.3% |
| 1Y | +21.2% | +1.3% | +19.9% | +21.4% |
| 3Y | +75.9% | +13.2% | +62.7% | +78.6% |
| 5Y | +24.1% | -1.4% | +25.5% | +20.5% |
| 10Y | +62.4% | +14.9% | +47.5% | +67.3% |
| All | +446.9% | +98.1% | +348.8% | +576.7% |
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