+25.2%
VZ vs DG
+45.3%
-20.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.5% | +0.8% |
| 7D | +6.9% | +12.3% | -5.3% | +5.1% |
| 30D | +2.3% | +19.3% | -17.0% | -0.3% |
| 3M | 0.0% | +11.9% | -11.8% | -1.7% |
| 6M | +0.2% | +25.0% | -24.7% | -2.9% |
| YTD | +20.9% | +8.7% | +12.2% | +18.5% |
| 1Y | +25.2% | +44.7% | -19.5% | +17.3% |
| All | +25.2% | +45.3% | -20.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling