+223.3%
VZ vs BB
+290.1%
-66.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.1% |
| 7D | +5.6% | -8.9% | +14.6% | +6.1% |
| 30D | +1.9% | -12.6% | +14.5% | +2.3% |
| 3M | +0.8% | -4.1% | +4.9% | +0.6% |
| 6M | +0.6% | +49.5% | -48.8% | -2.5% |
| YTD | +20.8% | +120.8% | -100.1% | +14.3% |
| 1Y | +23.9% | +76.2% | -52.3% | +18.6% |
| 3Y | +55.7% | +123.8% | -68.1% | +44.1% |
| 5Y | +21.5% | -24.3% | +45.8% | +17.8% |
| 10Y | +68.5% | +20.1% | +48.4% | +47.7% |
| All | +223.3% | +290.1% | -66.7% | +144.4% |
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 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