+62.0%
VZ vs BTG
+166.0%
-104.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.0% |
| 30D | +5.8% | +9.5% | -3.7% | +5.5% |
| 3M | +10.5% | +38.5% | -28.0% | +9.3% |
| 6M | +1.8% | +5.6% | -3.9% | +1.4% |
| YTD | +28.3% | +23.9% | +4.3% | +26.6% |
| 1Y | +22.0% | +32.1% | -10.2% | +19.8% |
| 3Y | +81.8% | +103.2% | -21.3% | +73.9% |
| 5Y | +25.3% | +79.7% | -54.4% | +20.2% |
| All | +62.0% | +166.0% | -104.0% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling