+918.2%
VZ vs BP
+1,356.5%
-438.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +5.6% | -11.2% | +16.9% | +8.2% |
| 30D | +1.9% | -0.7% | +2.5% | +1.9% |
| 3M | +0.8% | +9.8% | -9.0% | -1.4% |
| 6M | +0.6% | -1.6% | +2.2% | +0.4% |
| YTD | +20.8% | +33.5% | -12.7% | +12.4% |
| 1Y | +23.9% | +31.7% | -7.8% | +15.6% |
| 3Y | +55.7% | +45.1% | +10.5% | +40.2% |
| 5Y | +21.5% | +105.9% | -84.4% | -1.0% |
| 10Y | +68.5% | +134.4% | -66.0% | +24.9% |
| All | +918.2% | +1,356.5% | -438.3% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling