+220.3%
VZ vs BB
+307.3%
-87.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.2% |
| 7D | +2.1% | +3.8% | -1.7% | +1.9% |
| 30D | +1.4% | -0.3% | +1.7% | +1.2% |
| 3M | -1.3% | -0.5% | -0.8% | -1.6% |
| 6M | -0.5% | +45.9% | -46.4% | -3.5% |
| YTD | +19.6% | +130.6% | -111.0% | +13.0% |
| 1Y | +22.4% | +89.2% | -66.8% | +16.7% |
| 3Y | +55.9% | +137.5% | -81.6% | +43.8% |
| 5Y | +20.4% | -20.9% | +41.3% | +16.5% |
| 10Y | +66.9% | +25.4% | +41.5% | +46.0% |
| All | +220.3% | +307.3% | -87.0% | +141.6% |
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