+65.5%
VZ vs DD
+105.4%
-39.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -0.1% |
| 7D | +2.2% | +9.8% | -7.6% | +0.7% |
| 30D | +10.6% | +19.3% | -8.8% | +7.5% |
| 3M | -0.6% | +9.4% | -10.0% | -2.1% |
| 6M | +0.7% | +4.8% | -4.1% | -0.3% |
| YTD | +20.6% | +30.2% | -9.6% | +14.7% |
| 1Y | +22.7% | +32.2% | -9.5% | +16.4% |
| 3Y | +57.2% | +93.1% | -35.9% | +37.4% |
| 5Y | +21.4% | +68.0% | -46.6% | +7.4% |
| 10Y | +65.5% | +98.5% | -33.0% | +46.4% |
| All | +65.5% | +105.4% | -39.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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