+70.6%
VZ vs BR
+271.1%
-200.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.4% | +5.0% | -2.6% | +1.3% |
| 30D | +11.2% | +16.6% | -5.4% | +7.5% |
| 3M | 0.0% | +12.0% | -12.0% | -2.5% |
| 6M | +1.3% | +30.7% | -29.5% | -4.8% |
| YTD | +21.3% | -11.9% | +33.2% | +24.0% |
| 1Y | +23.9% | -11.6% | +35.5% | +26.6% |
| 3Y | +57.7% | +15.0% | +42.7% | +50.6% |
| 5Y | +21.2% | +18.1% | +3.1% | +13.6% |
| 10Y | +70.6% | +278.6% | -208.1% | +22.5% |
| All | +70.6% | +271.1% | -200.6% | +22.5% |
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