+21.5%
VZ vs CF
+125.5%
-103.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.4% |
| 7D | +5.6% | +0.4% | +5.2% | +5.6% |
| 30D | +1.9% | +2.2% | -0.3% | +1.7% |
| 3M | +0.8% | +2.1% | -1.3% | +0.6% |
| 6M | +0.6% | -6.5% | +7.2% | +0.8% |
| YTD | +20.8% | +55.6% | -34.8% | +17.1% |
| 1Y | +23.9% | +42.3% | -18.4% | +20.7% |
| 3Y | +55.7% | +55.7% | 0.0% | +49.4% |
| 5Y | +21.5% | +122.4% | -100.9% | +11.5% |
| All | +21.5% | +125.5% | -103.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling