+26.7%
VZ vs DT
+71.4%
-44.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | 0.0% |
| 7D | +5.6% | -28.3% | +34.0% | +6.3% |
| 30D | +1.9% | -28.4% | +30.3% | +2.5% |
| 3M | +0.8% | -14.1% | +14.9% | +0.9% |
| 6M | +0.6% | +13.2% | -12.5% | -0.1% |
| YTD | +20.8% | +0.8% | +19.9% | +20.3% |
| 1Y | +23.9% | -7.8% | +31.7% | +23.7% |
| 3Y | +55.7% | -8.3% | +64.0% | +54.7% |
| 5Y | +21.5% | -42.7% | +64.3% | +21.5% |
| All | +26.7% | +71.4% | -44.7% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling