+70.6%
VZ vs BB
+28.9%
+41.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +2.4% | +11.6% | -9.2% | +2.2% |
| 30D | +11.2% | +2.6% | +8.6% | +11.1% |
| 3M | 0.0% | +3.5% | -3.5% | -0.1% |
| 6M | +1.3% | +43.5% | -42.2% | +0.2% |
| YTD | +21.3% | +141.2% | -119.9% | +18.6% |
| 1Y | +23.9% | +97.4% | -73.5% | +21.7% |
| 3Y | +57.7% | +151.1% | -93.4% | +52.4% |
| 5Y | +21.2% | -12.8% | +34.0% | +19.1% |
| 10Y | +70.6% | +27.5% | +43.1% | +56.3% |
| All | +70.6% | +28.9% | +41.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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