+71.6%
VZ vs ALB
+35.3%
+36.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +0.9% | +1.1% | -0.1% | +0.9% |
| 30D | +8.9% | -2.6% | +11.5% | +9.0% |
| 3M | +0.1% | -25.6% | +25.7% | +1.6% |
| 6M | +1.9% | -54.0% | +55.9% | +6.0% |
| YTD | +22.0% | -31.6% | +53.6% | +23.5% |
| 1Y | +22.1% | -6.6% | +28.7% | +21.1% |
| 3Y | +58.7% | -14.0% | +72.7% | +54.6% |
| 5Y | +22.3% | -62.5% | +84.9% | +25.3% |
| 10Y | +71.6% | +36.3% | +35.3% | +40.0% |
| All | +71.6% | +35.3% | +36.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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