+70.6%
VZ vs ALL
+372.0%
-301.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | -0.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +11.2% | +13.8% | -2.6% | +7.1% |
| 3M | 0.0% | -2.8% | +2.8% | +0.6% |
| 6M | +1.3% | +23.7% | -22.4% | -5.0% |
| YTD | +21.3% | +27.3% | -6.0% | +12.6% |
| 1Y | +23.9% | +30.5% | -6.6% | +14.2% |
| 3Y | +57.7% | +113.0% | -55.3% | +24.4% |
| 5Y | +21.2% | +157.6% | -136.4% | -11.8% |
| 10Y | +70.6% | +368.4% | -297.8% | +8.5% |
| All | +70.6% | +372.0% | -301.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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