+71.6%
VZ vs BP
+133.4%
-61.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +8.9% | -3.1% | +12.1% | +9.3% |
| 3M | +0.1% | +6.2% | -6.0% | -0.8% |
| 6M | +1.9% | +4.8% | -2.9% | +1.0% |
| YTD | +22.0% | +35.2% | -13.1% | +16.8% |
| 1Y | +22.1% | +27.4% | -5.3% | +17.7% |
| 3Y | +58.7% | +49.8% | +8.9% | +48.5% |
| 5Y | +22.3% | +109.4% | -87.1% | +7.5% |
| 10Y | +71.6% | +135.7% | -64.1% | +49.9% |
| All | +71.6% | +133.4% | -61.7% | +49.9% |
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