+72.6%
VZ vs BG
+111.0%
-38.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +1.5% | +2.6% | -1.1% | +1.1% |
| 30D | +4.4% | -6.7% | +11.0% | +5.3% |
| 3M | -2.4% | -9.3% | +6.9% | -1.1% |
| 6M | +1.4% | -18.3% | +19.8% | +4.0% |
| YTD | +21.4% | +16.2% | +5.2% | +18.5% |
| 1Y | +20.3% | +7.6% | +12.7% | +18.6% |
| 3Y | +57.4% | +6.6% | +50.8% | +53.7% |
| 5Y | +21.9% | +22.2% | -0.3% | +15.3% |
| All | +72.6% | +111.0% | -38.4% | +44.5% |
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