+70.6%
VZ vs DE
+783.8%
-713.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +2.4% | +3.3% | -0.9% | +1.8% |
| 30D | +11.2% | +10.7% | +0.4% | +9.2% |
| 3M | 0.0% | +13.1% | -13.1% | -2.3% |
| 6M | +1.3% | +20.2% | -18.9% | -2.3% |
| YTD | +21.3% | +48.9% | -27.6% | +12.2% |
| 1Y | +23.9% | +46.6% | -22.7% | +14.9% |
| 3Y | +57.7% | +91.4% | -33.7% | +38.0% |
| 5Y | +21.2% | +108.1% | -86.9% | +2.5% |
| 10Y | +70.6% | +782.7% | -712.1% | +7.4% |
| All | +70.6% | +783.8% | -713.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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