+65.5%
VZ vs DVA
+212.5%
-147.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +10.6% | +3.5% | +7.1% | +10.0% |
| 3M | -0.6% | +1.0% | -1.6% | -0.9% |
| 6M | +0.7% | -6.6% | +7.3% | +1.0% |
| YTD | +20.6% | +63.3% | -42.7% | +11.4% |
| 1Y | +22.7% | +50.0% | -27.3% | +14.6% |
| 3Y | +57.2% | +120.1% | -62.8% | +38.4% |
| 5Y | +21.4% | +73.7% | -52.3% | +8.0% |
| 10Y | +65.5% | +212.7% | -147.2% | +37.2% |
| All | +65.5% | +212.5% | -147.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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