+65.5%
VZ vs DAR
+288.2%
-222.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.3% |
| 7D | +2.2% | -2.8% | +5.0% | +2.5% |
| 30D | +10.6% | -12.8% | +23.4% | +12.1% |
| 3M | -0.6% | -11.6% | +11.0% | +0.5% |
| 6M | +0.7% | -16.8% | +17.5% | +2.3% |
| YTD | +20.6% | +45.9% | -25.3% | +15.1% |
| 1Y | +22.7% | +61.5% | -38.8% | +15.8% |
| 3Y | +57.2% | +23.0% | +34.3% | +49.8% |
| 5Y | +21.4% | -35.8% | +57.2% | +24.2% |
| 10Y | +65.5% | +280.4% | -214.9% | +19.0% |
| All | +65.5% | +288.2% | -222.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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