+990.1%
VZ vs BA
+1,890.7%
-900.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +7.9% | -11.6% | +19.5% | +10.1% |
| 3M | +13.6% | -2.4% | +16.0% | +13.7% |
| 6M | +1.1% | -6.6% | +7.7% | +1.5% |
| YTD | +29.3% | -2.2% | +31.5% | +28.6% |
| 1Y | +21.2% | -8.0% | +29.3% | +21.5% |
| 3Y | +75.9% | -5.0% | +80.9% | +71.2% |
| 5Y | +24.1% | -2.7% | +26.8% | +17.0% |
| 10Y | +62.4% | +75.9% | -13.5% | +20.1% |
| All | +990.1% | +1,890.7% | -900.6% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling