+70.6%
VZ vs DIA
+238.3%
-167.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.4% | +0.9% | +1.5% | +1.9% |
| 30D | +11.2% | +1.1% | +10.1% | +10.6% |
| 3M | 0.0% | -2.9% | +2.9% | +1.2% |
| 6M | +1.3% | +5.9% | -4.6% | -1.6% |
| YTD | +21.3% | +9.8% | +11.5% | +15.6% |
| 1Y | +23.9% | +11.7% | +12.2% | +17.2% |
| 3Y | +57.7% | +59.5% | -1.8% | +24.4% |
| 5Y | +21.2% | +57.5% | -36.3% | -4.4% |
| 10Y | +70.6% | +235.9% | -165.4% | -14.5% |
| All | +70.6% | +238.3% | -167.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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