+62.8%
VZ vs DTE
+141.0%
-78.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.9% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | +5.7% | -2.4% | +8.1% | +6.6% |
| 3M | +8.2% | -7.3% | +15.5% | +11.2% |
| 6M | +1.7% | -7.6% | +9.4% | +4.5% |
| YTD | +28.9% | +5.8% | +23.0% | +26.1% |
| 1Y | +22.7% | +2.3% | +20.4% | +21.4% |
| 3Y | +82.7% | +45.0% | +37.7% | +59.2% |
| 5Y | +26.4% | +33.2% | -6.8% | +13.0% |
| All | +62.8% | +141.0% | -78.2% | +18.4% |
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