+908.7%
VZ vs COST
+13,545.6%
-12,636.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.1% | +4.1% | -1.9% | +1.3% |
| 30D | +1.4% | +12.0% | -10.6% | -0.9% |
| 3M | -1.3% | +11.2% | -12.4% | -3.3% |
| 6M | -0.5% | +6.1% | -6.7% | -1.8% |
| YTD | +19.6% | +22.9% | -3.3% | +14.7% |
| 1Y | +22.4% | +14.7% | +7.6% | +18.8% |
| 3Y | +55.9% | +92.3% | -36.4% | +35.2% |
| 5Y | +20.4% | +116.6% | -96.2% | +0.8% |
| 10Y | +66.9% | +775.4% | -708.5% | +5.2% |
| All | +908.7% | +13,545.6% | -12,636.9% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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