+65.5%
VZ vs BR
+266.7%
-201.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +2.2% | +4.4% | -2.2% | +1.3% |
| 30D | +10.6% | +16.3% | -5.7% | +7.0% |
| 3M | -0.6% | +16.2% | -16.8% | -3.9% |
| 6M | +0.7% | +30.3% | -29.6% | -5.2% |
| YTD | +20.6% | -12.2% | +32.8% | +23.4% |
| 1Y | +22.7% | -11.3% | +34.0% | +25.3% |
| 3Y | +57.2% | +15.2% | +42.0% | +50.0% |
| 5Y | +21.4% | +18.0% | +3.3% | +13.8% |
| 10Y | +65.5% | +268.7% | -203.2% | +16.7% |
| All | +65.5% | +266.7% | -201.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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