+65.5%
VZ vs DD
+87.9%
-22.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +2.1% | +4.6% | -2.5% | +1.3% |
| 30D | +1.4% | +11.8% | -10.4% | -0.4% |
| 3M | -1.3% | +2.2% | -3.4% | -1.7% |
| 6M | -0.5% | -1.6% | +1.1% | -0.6% |
| YTD | +19.6% | +23.0% | -3.4% | +14.8% |
| 1Y | +22.4% | +26.9% | -4.6% | +16.8% |
| 3Y | +55.9% | +77.9% | -22.0% | +38.1% |
| 5Y | +20.4% | +59.9% | -39.5% | +7.3% |
| All | +65.5% | +87.9% | -22.3% | +48.3% |
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