+65.5%
VZ vs BND
+17.0%
+48.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +10.6% | +2.0% | +8.6% | +9.8% |
| 3M | -0.6% | -0.4% | -0.2% | -0.5% |
| 6M | +0.7% | -0.9% | +1.7% | +1.1% |
| YTD | +20.6% | -0.3% | +20.9% | +20.7% |
| 1Y | +22.7% | 0.0% | +22.8% | +22.7% |
| 3Y | +57.2% | +15.1% | +42.2% | +49.2% |
| 5Y | +21.4% | -1.5% | +22.9% | +19.7% |
| 10Y | +65.5% | +17.6% | +47.9% | +54.8% |
| All | +65.5% | +17.0% | +48.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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