+24.1%
VZ vs BTDR
+26.7%
-2.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.6% |
| 7D | +0.2% | +22.4% | -22.2% | +0.7% |
| 30D | +7.1% | +16.5% | -9.3% | +7.6% |
| 3M | +12.8% | -31.5% | +44.3% | +12.4% |
| 6M | +1.8% | +74.0% | -72.2% | +3.5% |
| YTD | +30.0% | +13.0% | +17.0% | +31.3% |
| 1Y | +24.3% | -0.2% | +24.6% | +25.8% |
| 3Y | +84.3% | +9.9% | +74.4% | +90.8% |
| 5Y | +25.9% | +28.1% | -2.2% | +30.1% |
| All | +24.1% | +26.7% | -2.6% | +27.9% |
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