+25.9%
VZ vs CARR
+13.1%
+12.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +0.2% | +3.2% | -3.0% | 0.0% |
| 30D | +7.1% | -7.7% | +14.8% | +7.8% |
| 3M | +12.8% | -11.9% | +24.7% | +13.7% |
| 6M | +1.8% | +2.0% | -0.2% | +0.9% |
| YTD | +30.0% | +13.2% | +16.8% | +27.4% |
| 1Y | +24.3% | -8.5% | +32.8% | +24.3% |
| 3Y | +84.3% | +5.0% | +79.3% | +79.7% |
| 5Y | +25.9% | +12.0% | +14.0% | +17.0% |
| All | +25.9% | +13.1% | +12.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling