+60.5%
VZ vs BP
+123.0%
-62.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.1% | +3.9% | -3.9% | -0.4% |
| 30D | +7.9% | +7.6% | +0.3% | +6.9% |
| 3M | +13.6% | +0.7% | +12.9% | +13.3% |
| 6M | +1.1% | +15.5% | -14.4% | -1.1% |
| YTD | +29.3% | +30.8% | -1.5% | +24.3% |
| 1Y | +21.2% | +34.3% | -13.1% | +16.0% |
| 3Y | +75.9% | +35.1% | +40.8% | +66.8% |
| 5Y | +24.1% | +126.8% | -102.7% | +7.6% |
| All | +60.5% | +123.0% | -62.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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