+71.6%
VZ vs BG
+100.9%
-29.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +0.9% | +3.4% | -2.4% | +0.5% |
| 30D | +8.9% | -3.8% | +12.7% | +9.5% |
| 3M | +0.1% | -9.6% | +9.7% | +1.4% |
| 6M | +1.9% | -19.5% | +21.4% | +4.7% |
| YTD | +22.0% | +14.6% | +7.4% | +19.4% |
| 1Y | +22.1% | +6.6% | +15.5% | +20.6% |
| 3Y | +58.7% | +4.7% | +54.0% | +55.4% |
| 5Y | +22.3% | +22.1% | +0.3% | +15.7% |
| 10Y | +71.6% | +109.2% | -37.5% | +45.7% |
| All | +71.6% | +100.9% | -29.3% | +45.7% |
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