+17.6%
VZ vs BROS
+10.8%
+6.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | +0.7% |
| 7D | +2.2% | -17.9% | +20.2% | +2.4% |
| 30D | +10.6% | -5.4% | +15.9% | +10.6% |
| 3M | -0.6% | -32.1% | +31.5% | -0.3% |
| 6M | +0.7% | -31.7% | +32.4% | +1.0% |
| YTD | +20.6% | -41.2% | +61.8% | +21.1% |
| 1Y | +22.7% | -32.6% | +55.3% | +22.9% |
| 3Y | +57.2% | +32.7% | +24.6% | +52.6% |
| 5Y | +21.4% | -44.2% | +65.6% | +18.0% |
| All | +17.6% | +10.8% | +6.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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