+57.5%
VZ vs CF
+47.5%
+10.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.4% | +2.3% |
| 7D | +6.9% | -6.9% | +13.8% | +7.3% |
| 30D | +2.3% | -3.7% | +6.0% | +2.4% |
| 3M | 0.0% | -5.0% | +5.0% | +0.2% |
| 6M | +0.2% | -10.5% | +10.7% | +0.6% |
| YTD | +20.9% | +46.5% | -25.6% | +17.8% |
| 1Y | +25.2% | +34.8% | -9.6% | +22.5% |
| All | +57.5% | +47.5% | +10.0% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling