+20.2%
VZ vs BAX
-63.7%
+83.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +2.1% | +12.1% | -10.0% | +0.4% |
| 30D | +1.4% | +7.6% | -6.2% | +0.1% |
| 3M | -1.3% | -4.5% | +3.2% | -0.8% |
| 6M | -0.5% | +52.0% | -52.5% | -7.3% |
| YTD | +19.6% | +35.1% | -15.5% | +12.5% |
| 1Y | +22.4% | +43.7% | -21.3% | +13.8% |
| 3Y | +55.9% | -20.9% | +76.8% | +57.6% |
| All | +20.2% | -63.7% | +83.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling