+25.5%
VZ vs DVA
+40.3%
-14.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.1% | +1.8% | -1.8% | -0.1% |
| 30D | +7.9% | -2.5% | +10.4% | +8.1% |
| 3M | +13.6% | -4.3% | +17.9% | +13.8% |
| 6M | +1.1% | +18.9% | -17.8% | -1.2% |
| YTD | +29.3% | +61.9% | -32.7% | +22.2% |
| 1Y | +21.2% | +35.7% | -14.5% | +16.2% |
| 3Y | +75.9% | +78.6% | -2.8% | +64.8% |
| All | +25.5% | +40.3% | -14.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling