+62.8%
VZ vs BTG
+158.3%
-95.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.5% |
| 7D | -1.2% | -5.5% | +4.2% | -1.1% |
| 30D | +5.7% | +6.1% | -0.4% | +5.5% |
| 3M | +8.2% | +38.6% | -30.4% | +7.1% |
| 6M | +1.7% | +0.7% | +1.1% | +1.5% |
| YTD | +28.9% | +20.3% | +8.5% | +27.3% |
| 1Y | +22.7% | +25.0% | -2.3% | +20.8% |
| 3Y | +82.7% | +97.3% | -14.6% | +74.8% |
| 5Y | +26.4% | +78.3% | -51.9% | +21.2% |
| All | +62.8% | +158.3% | -95.5% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling