+22.2%
VZ vs ALC
+26.4%
-4.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.9% | -6.2% | +7.1% | +1.9% |
| 30D | +6.9% | +14.0% | -7.1% | +4.8% |
| 3M | +0.6% | -2.4% | +3.0% | +0.9% |
| 6M | +0.3% | +12.6% | -12.3% | -1.7% |
| YTD | +21.9% | -8.4% | +30.3% | +22.8% |
| 1Y | +21.7% | -9.1% | +30.8% | +22.7% |
| 3Y | +58.5% | -0.3% | +58.8% | +55.7% |
| 5Y | +22.4% | -9.9% | +32.4% | +20.7% |
| All | +22.2% | +26.4% | -4.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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