+261.6%
VZ vs CAPR
-99.1%
+360.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | +5.6% | +29.7% | -24.1% | +5.6% |
| 30D | +1.9% | +11.0% | -9.1% | +1.8% |
| 3M | +0.8% | +118.8% | -118.0% | +0.6% |
| 6M | +0.6% | -73.9% | +74.5% | +0.7% |
| YTD | +20.8% | -70.2% | +91.0% | +20.8% |
| 1Y | +23.9% | +38.3% | -14.3% | +22.9% |
| 3Y | +55.7% | +199.7% | -144.0% | +53.5% |
| 5Y | +21.5% | +130.6% | -109.0% | +19.7% |
| 10Y | +68.5% | -68.5% | +137.0% | +65.2% |
| All | +261.6% | -99.1% | +360.7% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling