+72.6%
VZ vs ALM
+2,100.8%
-2,028.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.5% |
| 7D | +1.5% | +1.2% | +0.2% | +1.4% |
| 30D | +4.4% | -19.3% | +23.7% | +4.5% |
| 3M | -2.4% | -40.6% | +38.3% | -2.0% |
| 6M | +1.4% | -57.9% | +59.3% | +2.1% |
| YTD | +21.4% | -6.7% | +28.1% | +20.6% |
| 1Y | +20.3% | +20.2% | +0.1% | +19.0% |
| 3Y | +57.4% | +879.4% | -822.1% | +50.0% |
| 5Y | +21.9% | +415.3% | -393.3% | +16.7% |
| All | +72.6% | +2,100.8% | -2,028.2% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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