+990.1%
VZ vs C
+1,202.3%
-212.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.1% | +3.6% | -3.5% | -0.5% |
| 30D | +7.9% | +0.1% | +7.8% | +7.8% |
| 3M | +13.6% | +2.4% | +11.2% | +13.0% |
| 6M | +1.1% | +24.9% | -23.8% | -3.1% |
| YTD | +29.3% | +19.8% | +9.5% | +24.3% |
| 1Y | +21.2% | +44.9% | -23.6% | +12.7% |
| 3Y | +75.9% | +263.0% | -187.1% | +37.3% |
| 5Y | +24.1% | +129.5% | -105.4% | +3.7% |
| 10Y | +62.4% | +291.6% | -229.2% | +18.0% |
| All | +990.1% | +1,202.3% | -212.3% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 all: compounded portfolio wealth divided by compounded C 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…
all analysis · Full analysis span regression · 6 months rolling