+70.6%
VZ vs B
+184.6%
-114.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.8% |
| 7D | +2.4% | +7.1% | -4.8% | +2.0% |
| 30D | +11.2% | -3.3% | +14.5% | +11.3% |
| 3M | 0.0% | -2.5% | +2.5% | -0.1% |
| 6M | +1.3% | -7.2% | +8.5% | +1.3% |
| YTD | +21.3% | -7.4% | +28.6% | +20.6% |
| 1Y | +23.9% | +16.4% | +7.5% | +20.9% |
| 3Y | +57.7% | +178.7% | -121.0% | +41.9% |
| 5Y | +21.2% | +121.7% | -100.5% | +10.1% |
| 10Y | +70.6% | +208.6% | -138.0% | +52.1% |
| All | +70.6% | +184.6% | -114.0% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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