+73.3%
VZ vs BB
+24.8%
+48.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | +0.9% | +9.0% | -8.0% | +0.8% |
| 30D | +6.9% | +7.7% | -0.7% | +6.8% |
| 3M | +0.6% | +4.0% | -3.4% | +0.5% |
| 6M | +0.3% | +46.6% | -46.3% | -0.8% |
| YTD | +21.9% | +140.6% | -118.7% | +19.2% |
| 1Y | +21.7% | +103.1% | -81.4% | +19.4% |
| 3Y | +58.5% | +150.5% | -92.0% | +53.2% |
| 5Y | +22.4% | -15.4% | +37.8% | +20.4% |
| All | +73.3% | +24.8% | +48.6% | +58.4% |
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