+26.5%
VZ vs DT
+72.4%
-45.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +2.2% | -20.2% | +22.5% | +2.7% |
| 30D | +10.6% | -30.8% | +41.3% | +11.4% |
| 3M | -0.6% | -10.2% | +9.6% | -0.6% |
| 6M | +0.7% | +8.0% | -7.3% | +0.2% |
| YTD | +20.6% | +1.5% | +19.2% | +20.1% |
| 1Y | +22.7% | -6.9% | +29.6% | +22.5% |
| 3Y | +57.2% | -10.9% | +68.1% | +56.4% |
| 5Y | +21.4% | -42.2% | +63.6% | +21.3% |
| All | +26.5% | +72.4% | -45.9% | +15.2% |
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