+908.7%
VZ vs DD
+1,082.4%
-173.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +2.1% | +4.6% | -2.5% | +1.1% |
| 30D | +1.4% | +11.8% | -10.4% | -1.0% |
| 3M | -1.3% | +2.2% | -3.4% | -1.9% |
| 6M | -0.5% | -1.6% | +1.1% | -0.6% |
| YTD | +19.6% | +23.0% | -3.4% | +13.5% |
| 1Y | +22.4% | +26.9% | -4.6% | +15.2% |
| 3Y | +55.9% | +77.9% | -22.0% | +33.9% |
| 5Y | +20.4% | +59.9% | -39.5% | +4.2% |
| 10Y | +66.9% | +90.1% | -23.2% | +31.5% |
| All | +908.7% | +1,082.4% | -173.6% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling