+61.1%
VZ vs DE
+849.6%
-788.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.9% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +7.1% | +9.6% | -2.5% | +5.3% |
| 3M | +12.8% | +19.0% | -6.1% | +9.2% |
| 6M | +1.8% | +16.1% | -14.3% | -1.3% |
| YTD | +30.0% | +47.0% | -17.0% | +20.5% |
| 1Y | +24.3% | +43.1% | -18.8% | +15.7% |
| 3Y | +84.3% | +77.5% | +6.8% | +63.3% |
| 5Y | +25.9% | +96.4% | -70.4% | +7.5% |
| 10Y | +61.1% | +852.9% | -791.8% | -6.9% |
| All | +61.1% | +849.6% | -788.5% | -6.9% |
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