+631.1%
VZ vs DVA
+5,194.7%
-4,563.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 6M | +1.1% | +18.9% | -17.8% | -1.2% |
| YTD | +29.3% | +61.9% | -32.7% | +22.4% |
| 1Y | +21.2% | +35.7% | -14.5% | +16.7% |
| 3Y | +75.9% | +78.6% | -2.8% | +63.4% |
| 5Y | +24.1% | +39.2% | -15.1% | +16.4% |
| 10Y | +62.4% | +184.0% | -121.6% | +39.8% |
| All | +631.1% | +5,194.7% | -4,563.6% | +388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling