+60.5%
VZ vs CF
+569.3%
-508.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +0.1% | +6.0% | -5.9% | -0.4% |
| 30D | +7.9% | +14.8% | -6.9% | +6.6% |
| 3M | +13.6% | +14.1% | -0.4% | +12.3% |
| 6M | +1.1% | +28.5% | -27.4% | -1.6% |
| YTD | +29.3% | +74.9% | -45.7% | +22.4% |
| 1Y | +21.2% | +61.7% | -40.4% | +15.4% |
| 3Y | +75.9% | +80.3% | -4.4% | +64.4% |
| 5Y | +24.1% | +226.0% | -201.9% | +7.1% |
| All | +60.5% | +569.3% | -508.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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