+287.4%
VZ vs BR
+1,321.0%
-1,033.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | +0.1% | -5.3% | +5.4% | +1.6% |
| 30D | +7.9% | +6.4% | +1.5% | +6.0% |
| 3M | +13.6% | +13.6% | 0.0% | +9.4% |
| 6M | +1.1% | -6.7% | +7.8% | +2.4% |
| YTD | +29.3% | -21.1% | +50.4% | +36.8% |
| 1Y | +21.2% | -29.6% | +50.8% | +32.4% |
| 3Y | +75.9% | -2.4% | +78.3% | +73.3% |
| 5Y | +24.1% | +11.2% | +12.8% | +15.7% |
| 10Y | +62.4% | +191.8% | -129.4% | +8.0% |
| All | +287.4% | +1,321.0% | -1,033.6% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling