+12.6%
VZ vs COMP
-56.6%
+69.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.1% | +0.1% |
| 7D | +5.6% | -1.8% | +7.4% | +5.7% |
| 30D | +1.9% | -0.8% | +2.6% | +1.8% |
| 3M | +0.8% | -28.1% | +28.9% | +1.6% |
| 6M | +0.6% | +27.0% | -26.4% | -0.4% |
| YTD | +20.8% | -12.8% | +33.5% | +20.5% |
| 1Y | +23.9% | +4.9% | +19.0% | +22.8% |
| 3Y | +55.7% | +321.0% | -265.3% | +45.0% |
| 5Y | +21.5% | -25.6% | +47.1% | +12.2% |
| All | +12.6% | -56.6% | +69.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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