+363.2%
VZ vs CF
+5,277.9%
-4,914.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | +1.9% | +2.2% | -0.3% | +1.6% |
| 3M | +0.8% | +2.1% | -1.3% | +0.3% |
| 6M | +0.6% | -6.5% | +7.2% | +0.9% |
| YTD | +20.8% | +55.6% | -34.8% | +13.2% |
| 1Y | +23.9% | +42.3% | -18.4% | +17.3% |
| 3Y | +55.7% | +55.7% | 0.0% | +44.0% |
| 5Y | +21.5% | +122.4% | -100.9% | +4.8% |
| 10Y | +68.5% | +568.5% | -500.1% | +18.7% |
| All | +363.2% | +5,277.9% | -4,914.7% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling