+70.6%
VZ vs BN
+280.2%
-209.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | +2.4% | +4.3% | -1.9% | +1.6% |
| 30D | +11.2% | +14.3% | -3.1% | +8.7% |
| 3M | 0.0% | -4.1% | +4.1% | +0.5% |
| 6M | +1.3% | -9.7% | +10.9% | +2.7% |
| YTD | +21.3% | -7.1% | +28.4% | +21.9% |
| 1Y | +23.9% | -7.4% | +31.4% | +24.5% |
| 3Y | +57.7% | +102.3% | -44.7% | +32.1% |
| 5Y | +21.2% | +35.9% | -14.7% | +8.7% |
| 10Y | +70.6% | +289.2% | -218.6% | +16.3% |
| All | +70.6% | +280.2% | -209.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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