+65.5%
VZ vs CAPR
-68.5%
+134.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -0.9% |
| 7D | +2.1% | +41.1% | -38.9% | +2.0% |
| 30D | +1.4% | +11.1% | -9.7% | +1.3% |
| 3M | -1.3% | +115.3% | -116.6% | -1.6% |
| 6M | -0.5% | -73.8% | +73.3% | -0.4% |
| YTD | +19.6% | -68.8% | +88.5% | +19.7% |
| 1Y | +22.4% | +43.3% | -20.9% | +20.7% |
| 3Y | +55.9% | +214.7% | -158.8% | +51.8% |
| 5Y | +20.4% | +141.3% | -120.9% | +17.0% |
| All | +65.5% | -68.5% | +134.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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