+990.1%
VZ vs BP
+1,327.5%
-337.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.1% | +3.9% | -3.9% | -0.7% |
| 30D | +7.9% | +7.6% | +0.3% | +6.2% |
| 3M | +13.6% | +0.7% | +12.9% | +13.2% |
| 6M | +1.1% | +15.5% | -14.4% | -2.5% |
| YTD | +29.3% | +30.8% | -1.5% | +21.1% |
| 1Y | +21.2% | +34.3% | -13.1% | +12.7% |
| 3Y | +75.9% | +35.1% | +40.8% | +60.9% |
| 5Y | +24.1% | +126.8% | -102.7% | -1.2% |
| 10Y | +62.4% | +123.4% | -61.0% | +21.9% |
| All | +990.1% | +1,327.5% | -337.4% | +414.8% |
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