+64.4%
VZ vs BBY
+236.2%
-171.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -1.0% | +1.2% | -2.1% | -1.1% |
| 30D | +5.8% | +6.8% | -1.0% | +4.9% |
| 3M | +10.5% | +18.7% | -8.2% | +8.3% |
| 6M | +1.8% | +37.3% | -35.5% | -2.1% |
| YTD | +28.3% | +35.3% | -7.0% | +23.4% |
| 1Y | +22.0% | +20.7% | +1.3% | +18.6% |
| 3Y | +81.8% | +39.4% | +42.4% | +70.7% |
| 5Y | +25.3% | -1.5% | +26.8% | +20.7% |
| 10Y | +64.4% | +239.8% | -175.4% | +41.6% |
| All | +64.4% | +236.2% | -171.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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