+107.5%
VZ vs AR
-27.2%
+134.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | +7.9% | +14.8% | -6.9% | +7.4% |
| 3M | +13.6% | +6.2% | +7.4% | +13.4% |
| 6M | +1.1% | +4.3% | -3.2% | +0.9% |
| YTD | +29.3% | +14.4% | +14.9% | +28.6% |
| 1Y | +21.2% | +21.3% | -0.1% | +20.3% |
| 3Y | +75.9% | +39.8% | +36.1% | +72.5% |
| 5Y | +24.1% | +142.1% | -118.0% | +18.8% |
| 10Y | +62.4% | +52.0% | +10.3% | +59.4% |
| All | +107.5% | -27.2% | +134.7% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling