+15.2%
VZ vs BTDR
-33.9%
+49.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | +1.0% |
| 7D | +2.2% | +7.1% | -4.9% | +2.5% |
| 30D | +10.6% | -31.4% | +41.9% | +9.9% |
| 3M | -0.6% | -39.2% | +38.6% | -1.3% |
| 6M | +0.7% | -50.9% | +51.7% | -0.1% |
| YTD | +20.6% | -41.0% | +61.6% | +20.4% |
| 1Y | +22.7% | -69.9% | +92.7% | +21.4% |
| 3Y | +57.2% | +87.3% | -30.0% | +61.5% |
| 5Y | +21.4% | -33.6% | +55.0% | +23.8% |
| All | +15.2% | -33.9% | +49.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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