+25.5%
VZ vs DLR
+33.9%
-8.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +7.9% | -3.4% | +11.3% | +8.3% |
| 3M | +13.6% | +0.5% | +13.1% | +13.4% |
| 6M | +1.1% | +4.6% | -3.5% | +0.3% |
| YTD | +29.3% | +23.4% | +5.9% | +25.7% |
| 1Y | +21.2% | +19.0% | +2.2% | +18.2% |
| 3Y | +75.9% | +56.5% | +19.4% | +60.5% |
| All | +25.5% | +33.9% | -8.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 5y: compounded portfolio wealth divided by compounded DLR 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…
5y analysis · Full analysis span regression · 6 months rolling