+918.2%
VZ vs D
+2,488.7%
-1,570.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | +5.6% | +6.9% | -1.3% | +2.8% |
| 30D | +1.9% | +12.3% | -10.5% | -2.7% |
| 3M | +0.8% | +3.0% | -2.3% | -0.5% |
| 6M | +0.6% | +12.8% | -12.2% | -4.5% |
| YTD | +20.8% | +22.6% | -1.8% | +10.7% |
| 1Y | +23.9% | +21.7% | +2.3% | +13.8% |
| 3Y | +55.7% | +83.9% | -28.2% | +19.2% |
| 5Y | +21.5% | +14.0% | +7.6% | +11.7% |
| 10Y | +68.5% | +45.6% | +22.9% | +34.2% |
| All | +918.2% | +2,488.7% | -1,570.4% | +67.3% |
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