+227.0%
VZ vs BG
+928.0%
-701.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.1% | +2.5% | -0.4% | +1.7% |
| 30D | +1.4% | -6.1% | +7.4% | +2.4% |
| 3M | -1.3% | -8.5% | +7.3% | 0.0% |
| 6M | -0.5% | -20.4% | +19.9% | +2.7% |
| YTD | +19.6% | +13.3% | +6.4% | +16.9% |
| 1Y | +22.4% | +7.3% | +15.1% | +20.5% |
| 3Y | +55.9% | +2.6% | +53.3% | +52.8% |
| 5Y | +20.4% | +22.0% | -1.6% | +13.3% |
| 10Y | +66.9% | +91.8% | -24.9% | +40.3% |
| All | +227.0% | +928.0% | -701.1% | +101.2% |
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