+25.5%
VZ vs DD
+61.3%
-35.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +0.1% | -3.5% | +3.6% | +0.5% |
| 30D | +7.9% | -10.3% | +18.2% | +9.2% |
| 3M | +13.6% | -7.5% | +21.2% | +14.6% |
| 6M | +1.1% | -8.0% | +9.1% | +1.8% |
| YTD | +29.3% | +10.5% | +18.8% | +26.9% |
| 1Y | +21.2% | +38.3% | -17.0% | +15.1% |
| 3Y | +75.9% | +42.5% | +33.4% | +64.2% |
| All | +25.5% | +61.3% | -35.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling