+296.7%
VZ vs DG
+631.4%
-334.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +2.4% | +5.2% | -2.8% | +1.6% |
| 30D | +11.2% | +7.9% | +3.3% | +10.0% |
| 3M | 0.0% | +12.7% | -12.7% | -1.8% |
| 6M | +1.3% | +22.4% | -21.1% | -1.8% |
| YTD | +21.3% | +5.4% | +15.9% | +19.7% |
| 1Y | +23.9% | +39.4% | -15.4% | +17.6% |
| 3Y | +57.7% | +24.1% | +33.6% | +48.0% |
| 5Y | +21.2% | -32.2% | +53.4% | +22.9% |
| 10Y | +70.6% | +111.8% | -41.2% | +46.4% |
| All | +296.7% | +631.4% | -334.7% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling