+78.8%
VZ vs COMP
+215.9%
-137.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +7.9% | -13.3% | +21.2% | +8.1% |
| 3M | +13.6% | +41.1% | -27.5% | +13.0% |
| 6M | +1.1% | +17.2% | -16.1% | +0.7% |
| YTD | +29.3% | +5.2% | +24.1% | +28.7% |
| 1Y | +21.2% | +18.9% | +2.3% | +19.9% |
| All | +78.8% | +215.9% | -137.1% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling