+287.1%
VZ vs CAPR
-99.1%
+386.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +7.9% | +139.2% | -131.3% | +7.7% |
| 3M | +13.6% | -66.4% | +80.0% | +13.7% |
| 6M | +1.1% | -63.1% | +64.2% | +1.1% |
| YTD | +29.3% | -67.4% | +96.7% | +29.3% |
| 1Y | +21.2% | +58.2% | -37.0% | +20.2% |
| 3Y | +75.9% | +42.2% | +33.7% | +73.8% |
| 5Y | +24.1% | +87.3% | -63.2% | +22.3% |
| 10Y | +62.4% | -75.3% | +137.7% | +59.2% |
| All | +287.1% | -99.1% | +386.1% | +271.0% |
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 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