+71.6%
VZ vs BN
+281.2%
-209.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | +8.9% | +13.5% | -4.6% | +6.6% |
| 3M | +0.1% | -5.9% | +6.1% | +1.0% |
| 6M | +1.9% | -8.9% | +10.8% | +3.2% |
| YTD | +22.0% | -7.9% | +29.9% | +22.8% |
| 1Y | +22.1% | -8.3% | +30.4% | +22.8% |
| 3Y | +58.7% | +100.8% | -42.1% | +33.1% |
| 5Y | +22.3% | +38.2% | -15.9% | +9.2% |
| 10Y | +71.6% | +302.3% | -230.7% | +13.3% |
| All | +71.6% | +281.2% | -209.6% | +13.3% |
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