+72.6%
VZ vs EAT
+320.8%
-248.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.5% | -4.0% | +5.5% | +1.6% |
| 30D | +4.4% | -2.9% | +7.3% | +4.4% |
| 3M | -2.4% | -16.9% | +14.5% | -1.7% |
| 6M | +1.4% | +57.0% | -55.5% | -0.8% |
| YTD | +21.4% | +38.2% | -16.8% | +19.0% |
| 1Y | +20.3% | +69.3% | -49.0% | +16.7% |
| 3Y | +57.4% | +483.0% | -425.6% | +40.7% |
| 5Y | +21.9% | +364.1% | -342.2% | +8.9% |
| All | +72.6% | +320.8% | -248.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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