+65.5%
VZ vs D
+42.1%
+23.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.2% | +0.8% | +1.5% | +1.9% |
| 30D | +10.6% | +10.7% | -0.1% | +6.6% |
| 3M | -0.6% | +2.3% | -2.9% | -1.5% |
| 6M | +0.7% | +12.5% | -11.7% | -3.8% |
| YTD | +20.6% | +20.1% | +0.5% | +12.1% |
| 1Y | +22.7% | +15.6% | +7.2% | +15.6% |
| 3Y | +57.2% | +75.2% | -17.9% | +25.2% |
| 5Y | +21.4% | +14.6% | +6.8% | +12.7% |
| 10Y | +65.5% | +43.8% | +21.7% | +34.2% |
| All | +65.5% | +42.1% | +23.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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