+19.0%
VZ vs BROS
+7.7%
+11.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +0.9% | -20.4% | +21.3% | +1.2% |
| 30D | +8.9% | -6.1% | +15.0% | +9.0% |
| 3M | +0.1% | -29.4% | +29.5% | +0.4% |
| 6M | +1.9% | -31.5% | +33.4% | +2.2% |
| YTD | +22.0% | -42.8% | +64.8% | +22.6% |
| 1Y | +22.1% | -37.5% | +59.6% | +22.5% |
| 3Y | +58.7% | +27.2% | +31.5% | +54.2% |
| 5Y | +22.3% | -47.0% | +69.3% | +18.9% |
| All | +19.0% | +7.7% | +11.2% | +16.3% |
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