+990.1%
VZ vs D
+2,347.4%
-1,357.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | +7.9% | -3.6% | +11.5% | +9.4% |
| 3M | +13.6% | -1.0% | +14.6% | +14.0% |
| 6M | +1.1% | +6.3% | -5.2% | -1.7% |
| YTD | +29.3% | +14.7% | +14.6% | +21.7% |
| 1Y | +21.2% | +16.9% | +4.3% | +13.0% |
| 3Y | +75.9% | +56.8% | +19.1% | +43.3% |
| 5Y | +24.1% | +5.2% | +18.9% | +17.6% |
| 10Y | +62.4% | +35.9% | +26.5% | +33.0% |
| All | +990.1% | +2,347.4% | -1,357.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling