+246.1%
VZ vs BB
+258.8%
-12.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -5.6% | +5.7% | +0.4% |
| 30D | +7.9% | -11.8% | +19.7% | +8.5% |
| 3M | +13.6% | -25.5% | +39.2% | +14.8% |
| 6M | +1.1% | +121.3% | -120.2% | -4.0% |
| YTD | +29.3% | +103.2% | -73.9% | +23.3% |
| 1Y | +21.2% | +102.6% | -81.4% | +15.3% |
| 3Y | +75.9% | +37.5% | +38.4% | +67.6% |
| 5Y | +24.1% | -30.4% | +54.5% | +21.0% |
| 10Y | +62.4% | 0.0% | +62.4% | +44.3% |
| All | +246.1% | +258.8% | -12.7% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling