+71.6%
VZ vs DD
+99.0%
-27.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +0.9% | +3.2% | -2.3% | +0.4% |
| 30D | +8.9% | +20.3% | -11.4% | +5.7% |
| 3M | +0.1% | +8.2% | -8.1% | -1.3% |
| 6M | +1.9% | +3.4% | -1.5% | +1.0% |
| YTD | +22.0% | +30.6% | -8.6% | +16.0% |
| 1Y | +22.1% | +30.6% | -8.5% | +16.0% |
| 3Y | +58.7% | +91.1% | -32.4% | +39.0% |
| 5Y | +22.3% | +68.6% | -46.3% | +8.1% |
| 10Y | +71.6% | +99.9% | -28.3% | +52.5% |
| All | +71.6% | +99.0% | -27.4% | +52.5% |
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