+908.7%
VZ vs DE
+14,410.5%
-13,501.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | +1.4% | +2.3% | -0.9% | +1.0% |
| 3M | -1.3% | +9.5% | -10.8% | -3.1% |
| 6M | -0.5% | +14.1% | -14.6% | -3.5% |
| YTD | +19.6% | +45.4% | -25.8% | +10.3% |
| 1Y | +22.4% | +42.9% | -20.5% | +13.1% |
| 3Y | +55.9% | +84.8% | -29.0% | +35.4% |
| 5Y | +20.4% | +101.8% | -81.4% | +0.9% |
| 10Y | +66.9% | +788.0% | -721.1% | -0.4% |
| All | +908.7% | +14,410.5% | -13,501.7% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling