+253.4%
VZ vs BG
+1,131.5%
-878.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | +7.9% | +12.0% | -4.1% | +6.0% |
| 3M | +13.6% | -7.7% | +21.3% | +14.8% |
| 6M | +1.1% | +4.5% | -3.4% | +0.1% |
| YTD | +29.3% | +35.7% | -6.4% | +22.9% |
| 1Y | +21.2% | +50.1% | -28.8% | +13.2% |
| 3Y | +75.9% | +12.6% | +63.3% | +69.9% |
| 5Y | +24.1% | +75.4% | -51.3% | +10.3% |
| 10Y | +62.4% | +150.5% | -88.1% | +30.9% |
| All | +253.4% | +1,131.5% | -878.1% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling