+71.6%
VZ vs ALM
+2,084.7%
-2,013.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.9% | -7.2% | +8.1% | +1.0% |
| 30D | +8.9% | -26.4% | +35.3% | +9.2% |
| 3M | +0.1% | -38.6% | +38.7% | +0.4% |
| 6M | +1.9% | -61.0% | +62.9% | +2.7% |
| YTD | +22.0% | -7.4% | +29.4% | +21.3% |
| 1Y | +22.1% | +14.0% | +8.1% | +20.9% |
| 3Y | +58.7% | +844.4% | -785.8% | +51.3% |
| 5Y | +22.3% | +410.8% | -388.5% | +17.1% |
| 10Y | +71.6% | +2,084.7% | -2,013.1% | +62.6% |
| All | +71.6% | +2,084.7% | -2,013.1% | +62.6% |
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