+66.7%
VZ vs ARM
+211.3%
-144.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.7% | -0.8% |
| 7D | +2.1% | -15.2% | +17.4% | +1.6% |
| 30D | +1.4% | -40.7% | +42.1% | -0.2% |
| 3M | -1.3% | -39.1% | +37.8% | -2.5% |
| 6M | -0.5% | -26.4% | +25.9% | -1.2% |
| YTD | +19.6% | +59.7% | -40.1% | +20.7% |
| 1Y | +22.4% | +10.3% | +12.0% | +23.0% |
| 3Y | +55.9% | +228.9% | -173.0% | +47.2% |
| All | +66.7% | +211.3% | -144.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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