+29.1%
VZ vs CARR
+395.6%
-366.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.9% | +2.2% | -1.2% | +0.8% |
| 30D | +6.9% | -0.8% | +7.7% | +7.0% |
| 3M | +0.6% | -13.4% | +14.1% | +1.6% |
| 6M | +0.3% | -16.4% | +16.7% | +1.3% |
| YTD | +21.9% | +4.5% | +17.4% | +20.6% |
| 1Y | +21.7% | -1.4% | +23.0% | +20.9% |
| 3Y | +58.5% | +10.0% | +48.5% | +54.7% |
| 5Y | +22.4% | +4.2% | +18.2% | +18.2% |
| All | +29.1% | +395.6% | -366.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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