+70.6%
VZ vs COP
+302.1%
-231.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +2.4% | -6.1% | +8.5% | +3.0% |
| 30D | +11.2% | +1.1% | +10.1% | +11.0% |
| 3M | 0.0% | +10.9% | -10.9% | -1.2% |
| 6M | +1.3% | +20.8% | -19.5% | -1.0% |
| YTD | +21.3% | +48.0% | -26.8% | +15.8% |
| 1Y | +23.9% | +58.5% | -34.6% | +17.5% |
| 3Y | +57.7% | +28.1% | +29.6% | +51.6% |
| 5Y | +21.2% | +120.5% | -99.2% | +8.0% |
| 10Y | +70.6% | +310.1% | -239.6% | +37.2% |
| All | +70.6% | +302.1% | -231.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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