+20.2%
VZ vs ALM
+396.4%
-376.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -0.9% |
| 7D | +2.1% | -6.7% | +8.8% | +2.2% |
| 30D | +1.4% | -32.9% | +34.3% | +1.5% |
| 3M | -1.3% | -39.5% | +38.2% | -1.2% |
| 6M | -0.5% | -62.0% | +61.5% | -0.1% |
| YTD | +19.6% | -7.8% | +27.5% | +18.8% |
| 1Y | +22.4% | +26.7% | -4.3% | +21.0% |
| 3Y | +55.9% | +825.4% | -769.5% | +49.8% |
| All | +20.2% | +396.4% | -376.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling