+26.7%
VZ vs BROS
+41.2%
-14.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | +7.1% | -13.5% | +20.6% | +7.3% |
| 3M | +12.8% | -18.4% | +31.3% | +13.0% |
| 6M | +1.8% | -10.6% | +12.4% | +1.8% |
| YTD | +30.0% | -25.1% | +55.0% | +30.3% |
| 1Y | +24.3% | -28.6% | +53.0% | +24.6% |
| 3Y | +84.3% | +65.6% | +18.7% | +78.5% |
| All | +26.7% | +41.2% | -14.4% | +23.6% |
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