+64.4%
VZ vs BG
+160.3%
-95.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +5.8% | +10.3% | -4.6% | +4.4% |
| 3M | +10.5% | -1.9% | +12.4% | +10.6% |
| 6M | +1.8% | +5.2% | -3.5% | +0.8% |
| YTD | +28.3% | +41.2% | -12.9% | +22.1% |
| 1Y | +22.0% | +50.5% | -28.6% | +15.0% |
| 3Y | +81.8% | +19.9% | +61.9% | +75.0% |
| 5Y | +25.3% | +86.7% | -61.4% | +11.9% |
| 10Y | +64.4% | +167.5% | -103.1% | +34.6% |
| All | +64.4% | +160.3% | -95.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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