+65.5%
VZ vs CB
+246.2%
-180.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | +10.6% | +6.5% | +4.1% | +8.5% |
| 3M | -0.6% | +4.1% | -4.7% | -1.8% |
| 6M | +0.7% | +14.4% | -13.7% | -3.5% |
| YTD | +20.6% | +17.5% | +3.1% | +14.5% |
| 1Y | +22.7% | +27.5% | -4.8% | +13.7% |
| 3Y | +57.2% | +71.6% | -14.4% | +32.4% |
| 5Y | +21.4% | +100.6% | -79.2% | -3.7% |
| 10Y | +65.5% | +243.0% | -177.5% | +13.1% |
| All | +65.5% | +246.2% | -180.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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