+72.6%
VZ vs BP
+141.1%
-68.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +2.6% | -1.2% | +1.1% |
| 30D | +4.4% | -6.4% | +10.7% | +5.1% |
| 3M | -2.4% | +8.0% | -10.4% | -3.4% |
| 6M | +1.4% | +6.0% | -4.6% | +0.4% |
| YTD | +21.4% | +36.5% | -15.1% | +16.0% |
| 1Y | +20.3% | +31.7% | -11.4% | +15.4% |
| 3Y | +57.4% | +48.6% | +8.8% | +47.4% |
| 5Y | +21.9% | +111.7% | -89.7% | +7.0% |
| All | +72.6% | +141.1% | -68.5% | +52.0% |
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