+67.1%
VZ vs BA
+32.5%
+34.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | +1.9% | -9.1% | +11.0% | +2.5% |
| 3M | +0.8% | -28.2% | +29.0% | +3.3% |
| 6M | +0.6% | -23.1% | +23.7% | +2.4% |
| YTD | +20.8% | -20.6% | +41.3% | +22.3% |
| 1Y | +23.9% | -12.7% | +36.6% | +24.4% |
| 3Y | +55.7% | -11.6% | +67.3% | +54.0% |
| 5Y | +21.5% | -23.1% | +44.7% | +20.4% |
| All | +67.1% | +32.5% | +34.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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