+28.0%
VZ vs DT
+73.5%
-45.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +0.9% | -5.4% | +6.4% | +1.0% |
| 30D | +8.9% | -32.2% | +41.1% | +9.8% |
| 3M | +0.1% | -10.9% | +11.0% | +0.2% |
| 6M | +1.9% | +10.0% | -8.1% | +1.3% |
| YTD | +22.0% | +2.1% | +19.9% | +21.5% |
| 1Y | +22.1% | -5.5% | +27.6% | +21.9% |
| 3Y | +58.7% | -12.4% | +71.1% | +58.0% |
| 5Y | +22.3% | -39.7% | +62.0% | +22.0% |
| All | +28.0% | +73.5% | -45.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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