+70.6%
VZ vs DTE
+146.7%
-76.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +2.4% | +3.5% | -1.2% | +1.1% |
| 30D | +11.2% | +9.5% | +1.7% | +7.6% |
| 3M | 0.0% | +2.5% | -2.5% | -1.0% |
| 6M | +1.3% | +0.6% | +0.7% | +1.0% |
| YTD | +21.3% | +10.5% | +10.8% | +16.7% |
| 1Y | +23.9% | +3.3% | +20.6% | +22.2% |
| 3Y | +57.7% | +56.3% | +1.4% | +33.7% |
| 5Y | +21.2% | +44.9% | -23.7% | +5.1% |
| 10Y | +70.6% | +149.2% | -78.6% | +19.0% |
| All | +70.6% | +146.7% | -76.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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